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Hi,
Sorry, I have signed agreements that I will not disclose the name or
contents or specifics of this system to anyone else in any manner,
verbal, written or electronically. I had to do this in-order to buy
this system.
If I did disclose, it would be a copyright violation and I could be
sued for it.
When I bought the system it was somewhat crude, mainly because the
original inventor of this system was using simple moving averages
because you really need a computer to calcluate an exponential moving
average and computers were not available during those times... I
have put in an enormous amount of hard work to perfect it.
Even if I can disclose, I know that if one had developed a highly
successful system, one might be very reluctant to put it on the
market for everyone to use.
I can only discuss strategy and publish results.
Regards,
Pal
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> Pal,
>
> Since it would appear, please correct me if I'm wrong, that the
> system you keep refering to is one that is commercially available,
I
> can understand why you won't/can't supply the details of it, but
can
> you tell us whose system it is and where it's being marketed ? URL
> etc.
>
> Thanks, Fred
>
> --- In amibroker@xxxxxxxxxxxxxxx, "palsanand" <palsanand@xxxx>
wrote:
> > Hi All,
> >
> > Although I have never personally worked with any of the systems
> > covered by Futures Truth, I have no doubt that they are all curve-
> > fitted. Any 'system' that purports to specialize in one market is
> > optimized for that particular set of data.
> >
> > Some people will say that different markets have individual
> > characteristics or personalities. This may be true to a limited
> > extent. However, in testing, a computer doesn't 'know' what
market
> it
> > is examining. All the computer knows is a bunch of numbers
(highs,
> > lows, closes), from which it attempts to produce an algorithm to
> > explain or predict price behavior.
> >
> > For a system to be valid, it should work over a given set of
> numbers
> > (data). Whether those numbers have a name such as 'Beans"
> or 'Bonds"
> > is (and should be) irrelevant to the data and to the testing
> program.
> >
> > Lots of systems make money when they trend and lose money when
they
> > don't. This is not surprising. The best that you can hope for
is
> to
> > create a system that is profitable over time over a wide range of
> > markets. Systems such as the Turtles use, makes money when the
> > markets trend and loses money when they don't (no surprise).
> >
> > Since trendiness is a proven characteristic of commodity markets,
> > given a long enough sample period (i.e. ten years) almost all the
> > markets yield positive results.
> >
> > However, in any given year, since there are only a few good
trends,
> > most of the markets will prove unprofitable. This is not a reason
> to
> > abandon the system, or to eliminate (temporarily) unprofitable
> > markets from the portfolio. In fact, the markets that have lost
the
> > most money recently (due to being in a consolidation) will
probably
> > be the best in the future (when they finally hit a trend).
> >
> > Finally, If one could learn to tell when the markets will trend
and
> > when they will be in a trading range, they wouldn't need to know
> much
> > else to make money. One can visually eyeball a chart and tell if
> it's
> > in a trend or consolidation, but that still doesn't tell one much
> > about the future.
> >
> > Regards,
> >
> > Pal
> > --- In amibroker@xxxxxxxxxxxxxxx, "palsanand" <palsanand@xxxx>
> wrote:
> > > Steve,
> > >
> > > I don't use this Aberration system, so I can't comment on it.
I
> do
> > > know that Futures Truth tests a lot of systems which are
> > essentially
> > > curve-fitted...
> > >
> > > I compare all systems with my primary trading system which
works
> > for
> > > all markets (Stocks, Futures and FOREX) and has been in R&D for
> > over
> > > 45 years. It is also the most accurate T-Bond trading system
> ever
> > > developed... I have collected/developed over 140 systems but
I'm
> > yet
> > > to find another system other than my primary trading system
with
> > > which I can trade with absolute confidence and even convert my
> > losing
> > > positions into profit... The rest of the 139 or so systems
have
> > been
> > > reduced to simple verification systems....
> > >
> > > George Patton once said that a Warriors greatest asset is his
> self-
> > > confidence...
> > >
> > > Regards,
> > >
> > > Pal
> > > --- In amibroker@xxxxxxxxxxxxxxx, "CedarCreekTrading"
> > <kernish@xxxx>
> > > wrote:
> > > > Pal,
> > > >
> > > > For a system to be valid, it must work on all numbers tested,
> not
> > > just those with certain names and not others
> > > > with different names.
> > > >
> > > > Try telling Keith Fitchen that (the author of Aberration, the
> > most
> > > successful mechanical system ever sold ... check out Futures
> > Truth).
> > > First, Keith will tell you that his wildly successful approach
> DOES
> > > NOT work on equities. Second, Keith will tell you that he only
> > > trades a basket of six commodities. I believe both these
> > principles
> > > are directly contrary to your opinions about optimizing and the
> > > selection of issues to be traded.
> > > >
> > > > If a system works on Bonds and not on Beans, this system is
> curve
> > > fitted over a specific set of data (Bonds) and it loses all
> > > statistical validity.
> > > >
> > > > Wrong, wrong, wrong. If I have an approach that has worked
on
> > > Bonds for ten years and it doesn't work on beans...BFD. Should
I
> > > abandon a robust approach to trading Bonds...because I can't
> > > make "beans" on Beans?
> > > >
> > > > Beware of drinking other people's bath water and whatever you
> do,
> > > don't drink the Kool Aid .
> > > >
> > > > Take care,
> > > >
> > > > Steve
> > > >
> > > >
> > > > ----- Original Message -----
> > > > From: palsanand
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Sent: Monday, October 20, 2003 9:43 AM
> > > > Subject: Objective functions (was RE: [amibroker] Re:
> > > Optimization -- again)
> > > >
> > > >
> > > > Hi,
> > > >
> > > > In my mind, curve fitting means either using different
> systems
> > > for
> > > > different markets, or using different parameters of the
same
> > > system
> > > > for different markets, and this is not valid technical
> analysis.
> > > >
> > > > Historical testing via computer means feeding a set of
> numbers
> > > (open,
> > > > ow, close prices), and receiving back an output set of
rules
> > that
> > > > hopefully will make money trading. The numbers themselves
do
> > not
> > > have
> > > > names, and the computer doesn't recognize the difference
> > > > between 'Beans' or 'Bonds'. For a system to be valid, it
must
> > > work on
> > > > all numbers tested, not just those with certain names and
not
> > > others
> > > > with different names.
> > > >
> > > > If a system works on Bonds and not on Beans, this system is
> > curve
> > > > fitted over a specific set of data (Bonds) and it loses all
> > > > statistical validity. To believe it will work in the future
> as
> > it
> > > has
> > > > worked in the past is very dangerous.
> > > >
> > > > Also, different markets do not have different
personalities.
> > > Again,
> > > > they are reduced to just being a set of numbers or a bunch
of
> > > > algorithms. If a channel breakout (or any other) method is
> > > > successful, then the same parameter must be used for all
the
> > > markets,
> > > > for the same reasons as above. You cannot use a 20-day
> channel
> > in
> > > > Silver and a 40-day channel in Corn, this also falls under
> the
> > > crime
> > > > of curve fitting.
> > > >
> > > > I therefore take exception to any system, that either only
> > trades
> > > one
> > > > specific market or group of markets, or trades different
> > markets
> > > > using different parameters or rules of the same system. All
> > this
> > > > proves is what has worked best in the past, and this will
> > usually
> > > not
> > > > continue to work in the future, as there is no correlation
> > under
> > > this
> > > > scenario.
> > > >
> > > > This is not specifically written to condemn vendors. This
is
> a
> > > > clarification of my definitions of 'optimizing' and 'curve
> > > fitting',
> > > > and a warning as to what types of trading systems may be
> valid
> > > and
> > > > what to stay away from.
> > > >
> > > > Regards,
> > > >
> > > > Pal
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill"
> > <dmerrill@xxxx>
> > > > wrote:
> > > > > thanks, I'll check it out if I can find it.
> > > > >
> > > > > I'm sure I'm ignorant, but how logic or sound trading
> > > principles
> > > > can be used
> > > > > to set an MA period (for instance) without examination of
> > past
> > > > history
> > > > > escapes me. as does the distinction between using past
> > history
> > > or
> > > > > 'experience' to do that and optimization. as does the
> > > justification
> > > > for
> > > > > seeing optimizations from one point in time as somehow
> > blessed
> > > > above all
> > > > > others.
> > > > >
> > > > > dave
> > > > > I would have to refer you to an article published by
> > Futures
> > > > Magazine
> > > > > concerning optimization and its research value in
> November
> > > 20?? by
> > > > > Kent Calhoun.
> > > > >
> > > > > Possibly the only way to do it correctly, is to first
> > arrive
> > > at a
> > > > set
> > > > > of parameters and algorithm based on logic, experience,
> or
> > > sound
> > > > > trading principals that won't be subject to change.
Then
> do
> > a
> > > walk
> > > > > forward with no attempt to improve results via
> optimization.
> > > > >
> > > > > Regards,
> > > > >
> > > > > Pal
> > > > >
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill"
> > > <dmerrill@xxxx>
> > > > > wrote:
> > > > > > Pal, couple questions/comments.
> > > > > >
> > > > > > - are you saying that 30 "occurrences" in any system
> > > produces
> > > > 95%
> > > > > accuracy?
> > > > > > 30 trades? regardless of the market or trading system
> > rules
> > > or
> > > > time
> > > > > frame?
> > > > > > what's the basis for saying this?
> > > > > >
> > > > > > - could you explain "select stable parameters with an
> > > equity
> > > > shift
> > > > > less than
> > > > > > the parameter shift after equity spikes have been
> > > eliminated"? I
> > > > > don't
> > > > > > understand what you mean.
> > > > > >
> > > > > > - just fyi, your last paragraph seems to be trying to
> > > convince
> > > > me
> > > > > that
> > > > > > optimizing is good, probably in response to my
> asking "if
> > > you
> > > > > prefer not to
> > > > > > optimize parameters, how do you set them?". I asked
> that
> > > only
> > > > > because you
> > > > > > said, "I prefer a system to work without
optimization",
> > > which I
> > > > > thought was
> > > > > > a nice goal, but one I don't understand how to
achieve.
> > > seems
> > > > that
> > > > > you don't
> > > > > > actually intend to avoid optimization either, since
you
> > then
> > > > > discuss how you
> > > > > > do it.
> > > > > >
> > > > > > dave
> > > > > > There is a correct method to optimize any system
that
> is
> > > > > > statistically valid, 30 occurrences with 95%
accuracy.
> > > > > >
> > > > > > The key to optimization is to select stable
> parameters
> > > with an
> > > > > equity
> > > > > > shift less than the parameter shift after equity
> spikes
> > > have
> > > > been
> > > > > > eliminated. This process creates stability for
> optimal
> > > > parameters
> > > > > > shifts within the four technical market phases.
> > Parameter
> > > > shift is
> > > > > > always geometric, but equity shift decline relative
> to
> > > > unstable
> > > > > > parameter selection is usually exponential.
> > > > > >
> > > > > > All systems are optimized to some degree. As soon
as
> a
> > > trader
> > > > > chooses
> > > > > > to enter a trade on the open as opposed to the
> > > high/low/close
> > > > of
> > > > > day,
> > > > > > he has made a decision as to how a system should be
> > > traded.
> > > > Does
> > > > > he
> > > > > > know the high/low/close of day entry is better than
> the
> > > next
> > > > > opening
> > > > > > for an entry? If not why not? A potential 28%
> > difference
> > > in
> > > > > > profitability exists for channel system entries
> between
> > > opens
> > > > and
> > > > > > closes.
> > > > > >
> > > > > > The purpose of trading is to consistently make
money.
> > > This is
> > > > > done by
> > > > > > having the best information available. If a trader
> does
> > > not
> > > > know
> > > > > the
> > > > > > best entry for his system, what is he trying to
> prove?
> > > That
> > > > the
> > > > > > system isn't optimized? To lose money because a
> trader
> > is
> > > > > ignorant of
> > > > > > his systen's best parameters is foolish.
> > > > > >
> > > > > > Regards,
> > > > > >
> > > > > > Pal
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill"
> > > > <dmerrill@xxxx>
> > > > > > wrote:
> > > > > > > one question pal: if you prefer not to optimize
> > > parameters,
> > > > how
> > > > > do
> > > > > > you set
> > > > > > > them? or do you have some kind of trading rules
> that
> > > don't
> > > > have
> > > > > time
> > > > > > > constants, trigger levels, etc, that need to be
set?
> > > > > > >
> > > > > > > dave
> > > > > > >
> > > > > > > I thought I might throw in my 2 cents.
> > > > > > >
> > > > > > > Vendors love optimization, because it can
> generate
> > > eye
> > > > popping
> > > > > > > hypothetical profits which has no connection to
> > real-
> > > time
> > > > > trading.
> > > > > > >
> > > > > > > I prefer a system to work without optimization.
> But
> > > if I
> > > > have
> > > > > to
> > > > > > do
> > > > > > > it, I would make sure that the optimization is
> > robust
> > > in
> > > > the
> > > > > > > following manner:
> > > > > > >
> > > > > > > 1. The sample size of data should be large
enough
> > to
> > > > represent
> > > > > > real-
> > > > > > > time market conditions - bull, bear and
sideways
> > > markets.
> > > > > > >
> > > > > > > 2. The look-back period should be as large as
> > > possible
> > > > for the
> > > > > > same
> > > > > > > reasons.
> > > > > > >
> > > > > > > 3. The testing of optimizable parameters should
> be
> > on
> > > out
> > > > of
> > > > > > sample
> > > > > > > data using walk-forward analysis.
> > > > > > >
> > > > > > > 4. The Central Limit Theorem says that for a
> sample
> > > to
> > > > assume
> > > > > the
> > > > > > > characteristics of the population, the size of
> > sample
> > > > should
> > > > > be
> > > > > > > large. The minimum sample size should be around
> 30.
> > > But
> > > > since
> > > > > an
> > > > > > > uptrend or downtrend can last for say 50
periods,
> I
> > > would
> > > > > have a
> > > > > > > minimum sample size of 100 periods making sure
> that
> > > the
> > > > full
> > > > > > market
> > > > > > > cycle is there (uptrend, downtrend and
> congestion).
> > > > > > >
> > > > > > > 5. The optimizable parameters should be as few
as
> > > > possible and
> > > > > > tested
> > > > > > > in a wide variety of markets.
> > > > > > >
> > > > > > > Curve-fitting is like rolling a fair dice with
1/6
> > > > > probability of
> > > > > > > getting any number from 1 to 6, rolling it 5
> times,
> > > > getting
> > > > > #6, 4
> > > > > > out
> > > > > > > of 5 times (80%) of time.
> > > > > > >
> > > > > > > A lot of traders fall in the trap of curve-
> fitting
> > > without
> > > > > being
> > > > > > > aware of it. So when designing a system, it is
> > > important
> > > > to
> > > > > keep
> > > > > > your
> > > > > > > guard up as far as curve-fitting is concerned.
> > > > > > >
> > > > > > > Regards,
> > > > > > >
> > > > > > > Pal
> > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Gary A.
> > > Serkhoshian"
> > > > > > > <serkhoshian777@xxxx> wrote:
> > > > > > > > Fred,
> > > > > > > >
> > > > > > > > Could you narrow-down your idea of a
reasonable
> > > sample
> > > > size
> > > > > for
> > > > > > > backtests. You've been hinting at rather
> sizeable
> > > > backtesting
> > > > > > > periods, but would like to put some numbers to
> it.
> > > Also
> > > > > wonder if
> > > > > > > you use # of trades as a guide versus period of
> > time
> > > for
> > > > > > backtesting
> > > > > > > period.
> > > > > > > >
> > > > > > > > Thanks,
> > > > > > > > Gary
> > > > > > > >
> > > > > > > > Fred <fctonetti@xxxx> wrote:
> > > > > > > > There are a lot of questions and provacative
> > > statements
> > > > in
> > > > > your
> > > > > > > post,
> > > > > > > > only one of which from my perspective needs an
> > > > > answer/response.
> > > > > > > >
> > > > > > > > Market behavior will continually change after
> > > that ...
> > > > > > > >
> > > > > > > > Change ? from what ? into what ? I guess this
> is
> > > the
> > > > part I
> > > > > > don't
> > > > > > > > follow. To me there is nothing new in market
> > > behavior
> > > > now
> > > > > that
> > > > > > > > didn't exist last month, last year, last
> decade,
> > > last
> > > > > century,
> > > > > > but
> > > > > > > > clearly those that take a short sighted view
of
> > > history
> > > > and
> > > > > the
> > > > > > > > market action that made up that history will
> > > clearly
> > > > never
> > > > > see
> > > > > > it.
> > > > > > > > It's a forest and trees thing ...
> > > > > > > >
> > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Dave
Merrill"
> > > > > <dmerrill@xxxx>
> > > > > > > > wrote:
> > > > > > > > > I'm not trying to be argumentative, honest
(:-
> > > )... I'm
> > > > > more
> > > > > > than
> > > > > > > a
> > > > > > > > little
> > > > > > > > > sick of saying the same thing over and
over,
> > but
> > > I j
> > > > u s
> > > > > t
> > > > > > d o
> > > > > > > > n ' t g
> > > > > > > > > e t i t .
> > > > > > > > >
> > > > > > > > > ------------------------------
> > > > > > > > >
> > > > > > > > > I fail to see the huge difference in
> principle
> > > between
> > > > > equity
> > > > > > > > feedback and
> > > > > > > > > backtesting.
> > > > > > > > >
> > > > > > > > > let's start by assuming that backtesting
> > > performance
> > > > of a
> > > > > > system
> > > > > > > > and its
> > > > > > > > > parameters over some period of past data
> tells
> > you
> > > > > something
> > > > > > > about
> > > > > > > > its
> > > > > > > > > future performance. it's not a perfect
> > predictor,
> > > but
> > > > > it's the
> > > > > > > best
> > > > > > > > evidence
> > > > > > > > > we have. does this seem like a reasonable
> > > starting
> > > > point?
> > > > > what
> > > > > > > > alternative
> > > > > > > > > is there?
> > > > > > > > >
> > > > > > > > > if that's true, why is it better to do it
> only
> > > once?
> > > > what
> > > > > > > > justification is
> > > > > > > > > there for picking one examination period
over
> > > another?
> > > > > clearly
> > > > > > > > market
> > > > > > > > > behavior will change continually after
that.
> > > don't we
> > > > > need a
> > > > > > way
> > > > > > > of
> > > > > > > > working
> > > > > > > > > that looks at what's been happening and
> evolves
> > > our
> > > > > response?
> > > > > > > > >
> > > > > > > > > sounds like we examine performance up to
some
> > > point
> > > > and
> > > > > > adjust,
> > > > > > > > trade with
> > > > > > > > > the best-choice system and parameters for a
> > > while,
> > > > then
> > > > > > examine
> > > > > > > and
> > > > > > > > adjust
> > > > > > > > > again later. make sense? what alternative
is
> > > there?
> > > > > > > > >
> > > > > > > > > so then, how often do we re-examine
> performance
> > > > history?
> > > > > to
> > > > > > put it
> > > > > > > > > differently, how long do we ignore any
> changes
> > in
> > > > market
> > > > > > dynamics
> > > > > > > > that may
> > > > > > > > > or may not have occurred? why would
> > intermittently
> > > > > refusing to
> > > > > > > look
> > > > > > > > and
> > > > > > > > > respond improve system performance or
> > reliability?
> > > > > > > > >
> > > > > > > > > if that needs to be done, why not have the
> > system
> > > > itself
> > > > > do
> > > > > > it,
> > > > > > > as
> > > > > > > > part of
> > > > > > > > > its inherent operation? why is it better
for
> us
> > > as an
> > > > > outside
> > > > > > > agent
> > > > > > > > to
> > > > > > > > > periodically run some separate tests, reach
> > into
> > > the
> > > > > > internals of
> > > > > > > > the
> > > > > > > > > system, and change stuff?
> > > > > > > > >
> > > > > > > > > or should we just continue with the system
> and
> > > > parameters
> > > > > we
> > > > > > > choose
> > > > > > > > at the
> > > > > > > > > beginning? are they somehow more valid than
> > what
> > > we'd
> > > > > choose
> > > > > > > later,
> > > > > > > > using
> > > > > > > > > the same backtesting methods, but on a
> > different
> > > date
> > > > > range of
> > > > > > > data?
> > > > > > > > >
> > > > > > > > > ------------------------------
> > > > > > > > >
> > > > > > > > > I realize that even if it seems to make
sense
> > > > logically,
> > > > > this
> > > > > > all
> > > > > > > a
> > > > > > > > complete
> > > > > > > > > crock if no systems put together like this
> even
> > > > backtest
> > > > > well,
> > > > > > > > never mind
> > > > > > > > > forward testing.
> > > > > > > > >
> > > > > > > > > but every time I think about abandoning
this
> > line
> > > of
> > > > > > research, it
> > > > > > > > seems like
> > > > > > > > > the first thing I'd want to do with a new
> > system
> > > > would be
> > > > > > (let me
> > > > > > > > guess),
> > > > > > > > > test and possibly adjust it using data up
to
> > some
> > > > date,
> > > > > then
> > > > > > run
> > > > > > > > with it for
> > > > > > > > > a while after that and see if equity growth
> is
> > > good.
> > > > if
> > > > > it is,
> > > > > > > I'd
> > > > > > > > want to
> > > > > > > > > lather, rinse and repeat with other in and
> out
> > of
> > > > sample
> > > > > > data, to
> > > > > > > > make sure
> > > > > > > > > that wasn't coincidence.
> > > > > > > > >
> > > > > > > > > sounds way too familiar to be a completely
> > > different
> > > > > animal.
> > > > > > > > >
> > > > > > > > > dave
> > > > > > > > > From: Fred [mailto:fctonetti@x...]
> > > > > > > > >
> > > > > > > > > That IS what I was trying to say. I
> suspect
> > > because
> > > > > equity
> > > > > > > feed
> > > > > > > > back
> > > > > > > > > is like looking in a rear view mirror,
> great
> > for
> > > > > letting us
> > > > > > know
> > > > > > > > > where we were and how we could have
> adjusted
> > > the
> > > > past to
> > > > > > make it
> > > > > > > > > better, but that's about it.
> > > > >
> > > > >
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