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Hi,
Since my test results often differ from others'--despite the same
code--and, since I suspect data-source differences might explain
this, could we adopt TJ's suggestion in message 2967:
"I would like to define some standardized markets that we (as a
community) will use for backtesting so we can very quickly compare
the performance of various systems in various circumstances"
For me, 'standardized markets' means common test data. For example,
since it is free, we could test with Yahoo's daily data for the
Nasdaq 100 Index (^NDX) in these timeframes:
sideways: 1993
bullish: 1996
bearish: 2000
I don't know all the logistics of this as yet, but would others find
this useful?
thanks
-john
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