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Al Venosa wrote:
> I am a subscriber to Active Trader, and I'm wondering if the article that
you are referring to is The Velocity System by Dennis Myers?
Yes, that's it. There have been quite a few similar articles in recent
issues, which may well have been written by Meyers as well. In fact, now
that I look, the only one that's still around is "The Next-Bar Forecast
System" from the May issue, and it is his work, if something so fragmentary
can be considered work. I usually throw these mags out as soon as I've
scanned them and had a moment to kick myself for buying them--which I do
mostly because it seems discourteous to read them in the store long enough
to pick holes in the articles.
I do understand the difference between testing five-minute bars for a month
and testing EOD for the same period, and no doubt I should have included the
bar length in my original message. Nonetheless, I am profoundly skeptical
that two month's worth of data constitutes a valid study, no matter how many
bars it's broken into. This stuff stinks of cherry-picking to me, and for
my own satisfaction I'd like to be able to prove it.
Aside from which, who knows? Someday I might have a use for walk-forward
testing. It's an interesting technique, and I'd like to know how to do it
within AB.
Owen Davies
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