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Hello Tony,
not necessarily because
1. A system strongly depends on its
trading rules
2. How intense it utilizes the
long/short engagements being invested into the market
3. You might develop your system
over time further
4. Most people "fiddle around" on their
system and do not let it allow to make its way by
itself
5. Markets do never repeat and are
therefore mathematically unpredictable in the near (= stochastic) and far (=
perfect trend) future
Regards,
Udo
<BLOCKQUOTE
>
-----Ursprüngliche Nachricht-----
<DIV
>Von:
Tony/Dianne
An: <A title=amibroker@xxxxxxxxxxxxxxx
href="">Amibroker Group
Gesendet: Donnerstag, den 8. Mai 2003
14:23 Uhr
Betreff: [amibroker] Re: Trading
Systems
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. // How long a bull market
lasts is deferred afterwards!
Intuitively, I feel that the results <FONT
color=#ff0000>should be similar. My actual testing results
do
not match my intuition. //
Correct!
For those with actual trading experience, should the results
be similar? // See
above!
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,
>>TonySend
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