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Re: Objective functions (was RE: [amibroker] Re: Optimization -- again)



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Trading Reference Links

Pal,

What does "the system converts losing positions into winners" mean? 
May be its a known way of describing a trading technique and I'm just 
not aware of it... Are you referring to hedging?

Jitu

--- In amibroker@xxxxxxxxxxxxxxx, "palsanand" <palsanand@xxxx> wrote:
> That is correct.  The owner apparently has been forced to close his 
> business web site because he alledgely posted results which did not 
> take into account, commissions and slippage etc. and had also been 
> banned from exchanges etc.,...
> 
> Regards,
> 
> Pal
> --- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx> 
> wrote:
> > do I gather then that this system isn't for sale any more? it's 
> hard to
> > understand why anyone would want to keep the name and contact 
infos 
> secret
> > for a product they were trying to sell.
> > 
> > dave
> >   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


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