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Hi Dingo –
For example, assume the system buys, using
a stop order, a 4 percent breakout of the 20 day high, and sells a 4 percent breakout
of the 20 day low. If I am the first trader to get the signal and get my
order in, I will raise the price. The next trader will get a worse fill
than I did, and less profit. The third trader gets a still worse price
and still less profit.
Howard
-----Original Message-----
From: dingo
[mailto:dingo@xxxxxxxxxx]
Sent: Friday, October 17, 2003
11:28 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Will
systems degrade? (was Optimization)
On the other hand, why wouldn't the fact
that the more people jump onto the behavior cause that behavior to be more
exaggerated and thereby make it more and more profitable?
d
<span
>-----Original Message-----
From: b519b
[mailto:b519b@xxxxxxxxx]
Sent: Friday, October 17, 2003
2:07 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Will systems
degrade? (was Optimization)
Dave:
If you keep
your trades small, the market will likely never figure
it out from
your actions. But the market will likely figure it out
in some
other way.
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