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DT,
Let me run some simulations and get back to you. It's been my experience
that delay=0 usually yields better than delay=1. Are we talking about
executing on the opening of delay=0 or the close of that day?
Sometimes, indicators are "fast". Sometimes, delay=-1 is far superior to
zero or plus one . I think we all have a tendency to want to believe that
quicker is better. "Real cowboys only trade tick charts". It's the code of
the west. Who's got the fastest gun in town?
I'm anxious to explore "time" and learn,
Take care,
Steve
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, July 17, 2003 1:17 PM
Subject: [amibroker] Re: Steve Karnish
> --- In amibroker@xxxxxxxxxxxxxxx, "CedarCreekTrading" <kernish@xxxx>
> wrote:
>
> > So, TIA...examine, improve, implement changes, and structure
> strategies that
> > will turn this simple indicator (or any offering) into the
> cornerstone of a
> > "system" (for these examples, we still don't even know if that is
> possible).
> > Take care,
> >
> > Steve
>
> Steve,
> Is the performance of your system improved when delay=0 [instead of
> the regular delay=1] ?
> If positive, then we may apply the Prediction procedure to catch
> earlier signals , anticipating your crossovers by one bar.
> Dimitris Tsokakis
>
>
>
>
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