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Well guys – if we$B!G(Bre not happy
trying things that worked in the past (but are not working well in the future),
what chance do we have trying things that we know did not work in the past?
Howard
-----Original Message-----
From: Dave Merrill
[mailto:dmerrill@xxxxxxx]
Sent: Friday, October
17, 2003 <span
>1:10 PM<font size=2
face=Tahoma>
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re: Will
systems degrade? (was Optimization)
<span
>I'm willing to do
the work I think, have been trying to already, to the best of my limited
understanding.
<span
>but it's the
concept of what to look for and how that puzzles me. sometimes I do get nice
backtest numbers, at least moderately nice. but if I don't understand why that
should be possible given what's been said about the dynamics of market evolution,
why should I believe them?
<span
>I keep coming
back to the same question that I'm sure you're all sick to death of, I know I
am: if auto-optimization isn't very successful, doesn't that imply that past
performance tells us very little about the future, and if that's the case, how
do we develop trading systems?
<span
>dave
> ...frankly, it's hard to see how rational <font
size=2 face="Courier New">
> trading system design is possible in
> a world like this. or am I just depressed?
I like <font size=2
face="Courier New">Edison<font
size=2 face="Courier New">'s attitude when
looking for the right material to use <font size=2
face="Courier New">
in the light bull. When yet another
"bright" idea (sorry I could not
resist) failed when tested, he is reported to have
said, "We are
making progress. We now know of 999 things that
will not work."
After trying everything from bamboo to who knows
what, he eventually
found the right material.
Genius is 5% inspiration and 95% perspiration.
b
<font size=2
face="Courier New">Send BUG REPORTS to
bugs@xxxxxxxxxxxxx<span
>
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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