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D,
I never suggested that particular system was robust. It has been
succesful in backtesting and optimization and even on a year+ of out
of sample data, but whether or not it's robust remains to be seen. I
suspect it's fairly fragile, but I don't know that to be the case.
It's really a fairly simple system based on what most here would
consider a familiar oscillator. What makes it semi-unique from most
of the things that most play with is it's attempt to take advantage
of not only momentum situations (i.e. trend following) but also of
overbought/oversold conditions (i.e. probable trend reversal).
More later, maybe ...
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> This one http://groups.yahoo.com/group/amibroker/message/32927 of
> course!
>
> d
>
> -----Original Message-----
> From: Fred <fctonetti@xxxx> [mailto:fctonetti@x...]
> Sent: Wednesday, February 19, 2003 3:10 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Robust System ?
>
>
> I was referring to what you were asking about in this statement ...
>
> I for one would really like for you to discuss how you have
> developed/assembled or however you did it to get to your "robust"
> system. How about it?
>
> What system are you referring to ?
>
>
>
>
>
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