|
PureBytes Links
Trading Reference Links
|
<SPAN
class=046441720-19102003>I agree. my conclusion is from this is that it's
generally better to use data going back as far as you can get it. the hope is
that this effect is swamped as much as possible by events since then. also, in a
system that continually reoptimizes, always beginning the equity history from
the same place removes that bit of randomness from the
result.
<SPAN
class=046441720-19102003>
<SPAN
class=046441720-19102003>dave
<BLOCKQUOTE
>If
dropping a couple of early trades will always effect later trades, then
there's no truly "neutral" starting point with any test data. Where your
test data starts determines the final test results just as much as your
system does. The success or failure of many different mechanical
systems is predicated to a surprising and varying degree on the sequence
of events just prior to the first actual trade generated by the system.
The trade setup and timing of the first trade can have a profound
effect on the subsequent trading results. The circumstances and timing
of entry into the first trade can sometimes make a huge difference in the
overall trading performance.
Regards,Pal
Yahoo! Groups Sponsor
ADVERTISEMENT
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|