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Tony,
IMHO bear markets do NOT track as inverse movements to bull markets
and tops are not like bottoms and thus systems to trade one need to
be different or at least have different parameters and/or thresholds
then the other. Beyond that of course one needs some yardstick to
decide which system to use. It's easy to decide looking back over
the last three years which one to use but was it in late 1999 / early
2000 ? and of course more importantly going forward from here ?
--- In amibroker@xxxxxxxxxxxxxxx, "Tony/Dianne" <awenos@xxxx> wrote:
>
>
>
> Hi All,
>
> Let me qualify my question further.
>
> The long system is tested in a bull market and the short system is
tested in a
> bear market.
>
> Intuitively, I feel that the results should be similar. My actual
testing results do
> not match my intuition.
>
> For those with actual trading experience, should the results be
similar?
>
> Regards,
>
> Tony
>
>
> >>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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