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RE: [amibroker] Re: Trading Systems



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Based on development only I have found Long and Short behavior NOT the same.
Some system use completely different rules (like mixing two or more system).
This in addition to the obvious aspect of trending markets.

Herman.

-----Original Message-----
From: epintoem [mailto:epintoem@xxxxxxxxx]
Sent: May 8, 2003 8:07 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Trading Systems


It depends on the kind of market you are in. If you have been testing
a short sytem on stocks in the last three years you would have done
well cuz it was a bear market. If you test the long system prior to
2000 you might get interesting results.



--- In amibroker@xxxxxxxxxxxxxxx, "Tony/Dianne" <awenos@xxxx> wrote:
> Hi All,
>
> I've been testing a short system and find the results interesting.
>
> However, when I set up a long system based on the  mirror image of the
> short system, my results are definitely uninteresting.
>
> For those with more experience, is it reasonable to expect that long and
> short systems, based on the same, but reversed, criteria, would generate
> similar results?
>
>
> Regards,
>
> Tony



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