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Steve- On this topic, William Eckhardt said:
"Recent data has to be less statistically significant than long-term
historical data simply because there is a lot less of it. Systems
developed solely on recent data are flimsily supported. There's no
way around this basic fact."
I couldn't have said it better.
Mark
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Almond" <steve2@xxxx> wrote:
> Dimitris,
>
> We have visited this area before. The D-Ratio indicator falls apart
once taken out of the last few years of bearish conditions. See the
attached chart where D_Ratio for ^VLIC took us out of the ^NDX in mid
November 1998 at ~1460, and kept us on the sidelines as the ^NDX went
to ~4700.
>
> I know you don't keep data back before 2000, but you should in my
opinion - unless you are sure that the coming year will be like
2000-2002 and not like 1997-1999! Even if you do not backtest on
1997-1999 data, you should be prepared to observe the behaviour of
your excellent indicators during that period.
>
> Steve
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