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READ THE THREAD ... a grapefruit by any other name is still a
grapefurit even when it pretends to be a mechanical system with
results over the last siz years as was the question. There is no
justification for changing thread names and posting whatever one
feels like. That's why there is a POST button, so folks can start
their own threads that relate to whatever it is they're talking about.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Fred wrote:
> > Still the grapefruit ... go back and reread what you responded to
and
> > chose to ignore ... don't go away mad, just go away.
>
> Who you are to say "go away" ?
> If you don't like his posts you may ignore him, but you always
> have to have the last word.
>
> Fortunatelly this is free forum and everyone is allowed to speak up,
> quite opposite to some other forums ....
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Fred" <fctonetti@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, October 21, 2003 3:07 PM
> Subject: [amibroker] Re: Grapefruit was NOT mechanical systems ...
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx>
> wrote:
> > OK, Fred, no problem.
> > If you donīt want replies, please do not ask
> > " Let me know when any of you guys who..."
> > because I am included in this "...any of you who..." category.
> > I may also never reply your messages, if you prefer...
> > [Since you can not define what is related and what is not, this
is,
> > everytime, a responsibility of the person who replies here]
> > Thank you also for this "no objection to post stuff like this"
> > [I hope we will not ask your permission in the future, sir !!]
> > See also the recent
> > http://groups.yahoo.com/group/amibroker/message/50195
> > for an integrated point of view.
> > It is within the scopes of this list, as described at
> > http://groups.yahoo.com/group/amibroker/
> > [It is the basis of the system I will follow by the end on
Nov2003.]
> > Have a nice day !!
> > Dimitris Tsokakis
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> > > As I said BEFORE you responded ... We've done this dance before.
> > >
> > > Please don't bother responding to my posts if you are going to
> > > continue to answer questions that weren't asked. Better ? Yes
of
> > > course. I have better then useless and meaningless which is
what
> > 14
> > > months of results are worth. I have no objection if you want to
> > post
> > > stuff like this, just not on the back end of my posts where your
> > > response is totally unrelated to the topic.
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
> > <TSOKAKIS@xxxx>
> > > wrote:
> > > > Fred,
> > > > as far as I know, the day of the week is Tuesday [European
> > > > calendar].Nice day...
> > > > Grapefruits are bitter, I donīt like them.
> > > > As for the mechanical trading systems [mechanical in *concept*
> > and
> > > > execution] you have, perhaps a better alternative than a +500%
> > for
> > > 14
> > > > months.
> > > > This will make your grapefruits sweeter, at least I hope so.
> > > > Whenever you decide to become serious again [I am sure you
are]
> > we
> > > > may talk about it.
> > > > Your concept re: 3 years before, 3 years after etc in not a
> > unique
> > > > criterion to check [and follow, perhaps] a trading system.
> > > > [and never was in the past].
> > > > You may keep this provocative style, if it makes you happy,
> but,
> > > > there are some people who use mechanical systems and, of
> course,
> > > > nobody is obliged to expose [with the appropriate respect] to
> Mr.
> > > > Fred his techniques and methods, just because Fred is
> provocative.
> > > > We are here to "to help the Amibroker users to share the
ideas,
> > > tips
> > > > and other related information" as you may read at
> > > > http://groups.yahoo.com/group/amibroker/
> > > > Well, I think System xII gives some valuable hints about the
> > > rhythms
> > > > of this market in an innovative approach. The results are
> > > interesting
> > > > and it is, perhaps, a good point to start a further research.
> > > > It would help the readers if we were discussing methods,
codes,
> > > > techniques instead of spending our time to useless comments.
> > > > I would appreciate your opinion for this System xII, until I
> find
> > > the
> > > > time to write and post its better version
> > > > Dimitris Tsokakis
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx>
wrote:
> > > > > DT,
> > > > >
> > > > > Your post wasn't really a response to mine, was it ?
> > > > >
> > > > > If it was then I'll have to remember that answers like
> > > grapefruit
> > > > > are valid responses to questions like what day of the week
is
> > it.
> > > > >
> > > > > Your six hours are up ... Next contestant please.
> > > > >
> > > > > Fred
> > > > >
> > > > > > Dimitris,
> > > > > >
> > > > > > I have always wanted the answer ... I've yet to see one
> > > > > >
> > > > > > The question has ALWAYS been the same ...
> > > > > >
> > > > > > Let's see the equity curve of some system you like with
the
> > > > > > appropriate stats from 2-3 years before to 2-3 years after
> > the
> > > > > > relatively recent top. I've posted mine, several times.
> I'm
> > > > still
> > > > > > trading the same system(s).
> > > > > >
> > > > > > Fred
> > > > >
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
> > > > <TSOKAKIS@xxxx>
> > > > > wrote:
> > > > > > The mechanical concept:
> > > > > > Begin with the new year 2002.
> > > > > > Buy with the first significant trough [Feb22, 2002], sell
> > with
> > > > the
> > > > > > first significant peak [March8, 2002].
> > > > > > Then buy every X days, Sell every Y days, X<Y
> > > > > > The trial period needs 5-6 trades in 5-6 months until the
> > > > buy/sell
> > > > > > signal occur on the same bar.
> > > > > > This is the end of the trial period and , if the results
> are
> > > > good,
> > > > > > you may begin the real trades.
> > > > > > Select the top5 and trade them up to the next buy/sell
> > > > coincidence
> > > > > > [12 to 18 months]
> > > > > > The application:
> > > > > > X=26, Y=24 filled the above requirements.
> > > > > > The first buy/sell coincidence [trial cycle] occurred on
> > Aug28,
> > > > > 2002.
> > > > > > The top5 was ERICY, MNST, NVDA, SANM and VRSN.
> > > > > > The system will come to an end at the next [13th] Buy
> signal
> > > [25
> > > > > bars
> > > > > > later]
> > > > > > The real trading cycle is 286 bars, if it is to be
repeated.
> > > > > > [In the mean time, the system xIII has began from Jan2,
> 2003
> > > and
> > > > so
> > > > > > on...]
> > > > > > As for the results, backtest the above database from
> > 29/8/2002
> > > up
> > > > > to
> > > > > > now ans see...
> > > > > > The code is simple
> > > > > > // System xII
> > > > > > STARTBUY=DateNum()==1020222;
> > > > > > STARTSELL=DateNum()==1020308;
> > > > > > X=26;Y=24;
> > > > > > Buy=BarsSince(STARTBuy)%X==0;
> > > > > > Sell=BarsSince(STARTSell)%Y==0;
> > > > > > Short=Sell;Cover=Buy;
> > > > > > Settings:buy/sell/short/cover at +1 open, commission 0.25%
> > [of
> > > > > course
> > > > > > you may use delay0, since you know in advance the buy/sell
> > > dates]
> > > > > > For the described period the performance exceeded the
+500%
> > > > > > [If I was following without any hesitation from the
> > beginning,
> > > I
> > > > > > would see 4digits, but the trial period was necessary]
> > > > > > [The next system xIII will use the Inspection Points
theory
> > > for,
> > > > > > hopefully, even better results]
> > > > > > Dimitris Tsokakis
> > > > > >
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
> > > > > <TSOKAKIS@xxxx>
> > > > > > wrote:
> > > > > > > What is this ?
> > > > > > > Except the mechanical character of the system, will you
> > tell
> > > us
> > > > > now
> > > > > > > the appropriate statistics before and after and whatever
> > > comes
> > > > in
> > > > > > > your mind to fit your narrow point of view ?
> > > > > > > You may apply these rules to your systems but it doesnīt
> > mean
> > > > you
> > > > > > > express a universal must for mechanical systems.
> > > > > > > Anyway, you will have my examples in 6h...
> > > > > > > Dimitris Tsokakis
> > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred"
<fctonetti@xxxx>
> > > wrote:
> > > > > > > > Dimitris,
> > > > > > > >
> > > > > > > > I have always wanted the answer ... I've yet to see
one
> > > > > > > >
> > > > > > > > The question has ALWAYS been the same ...
> > > > > > > >
> > > > > > > > Let's see the equity curve of some system you like
with
> > the
> > > > > > > > appropriate stats from 2-3 years before to 2-3 years
> > after
> > > > the
> > > > > > > > relatively recent top. I've posted mine, several
> times.
> > > I'm
> > > > > > still
> > > > > > > > trading the same system(s).
> > > > > > > >
> > > > > > > > Fred
> > > > > > > >
> > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
> > > > > > > <TSOKAKIS@xxxx>
> > > > > > > > wrote:
> > > > > > > > > Fred,
> > > > > > > > > It is the hard way to avoid any other opinion except
> > > > yours !!
> > > > > > > > > Full examples are already available at request.
> > > > > > > > > Except if you want to keep this sterile and
> > unproductive
> > > > > > thought.
> > > > > > > > > You may avoid to change your position, [I will agree
> it
> > > is
> > > > > > > > > convenient] but I really wonder why do you
> > provocatively
> > > > ask
> > > > > > the
> > > > > > > > same
> > > > > > > > > question if you donīt want any answer...
> > > > > > > > > As for the dance, I think it takes 2 to tango...
> > > > > > > > > Dimitris Tsokakis
> > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred"
> > <fctonetti@xxxx>
> > > > > wrote:
> > > > > > > > > > DT,
> > > > > > > > > >
> > > > > > > > > > Nonsense ...
> > > > > > > > > >
> > > > > > > > > > We've been here before. Let's not do the same
> dance
> > > > again,
> > > > > > > okay ?
> > > > > > > > > >
> > > > > > > > > > Fred
> > > > > > > > > >
> > > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS
> TSOKAKIS"
> > > > > > > > > <TSOKAKIS@xxxx>
> > > > > > > > > > wrote:
> > > > > > > > > > > Fred,
> > > > > > > > > > > Although it is hard to understand your request,
> > yes,
> > > I
> > > > > did
> > > > > > it
> > > > > > > > > [and
> > > > > > > > > > I
> > > > > > > > > > > will do it again...]
> > > > > > > > > > > And when I say mechanical, I mean it.
> > > > > > > > > > > Mechanical in logic, execution, starting date
and
> > > > ending
> > > > > > date
> > > > > > > > > > > [cycles].
> > > > > > > > > > > I have already posted some hint, I may post
more,
> > if
> > > > you
> > > > > > find
> > > > > > > > it
> > > > > > > > > > > interesting...
> > > > > > > > > > > Dimitris Tsokakis
> > > > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred"
> > > > <fctonetti@xxxx>
> > > > > > > wrote:
> > > > > > > > > > > > LOL ... Okay, if you say so ... Let me know
> when
> > > any
> > > > of
> > > > > > you
> > > > > > > > > guys
> > > > > > > > > > > who
> > > > > > > > > > > > believe this START trading mechanical systems
> > with
> > > > REAL
> > > > > > > > money,
> > > > > > > > > > I'll
> > > > > > > > > > > > be very interested in your real time results.
> > > > > > > > > > > >
> > > > > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Jayson"
> > > > > > <jcasavant@xxxx>
> > > > > > > > > wrote:
> > > > > > > > > > > > > Fred,
> > > > > > > > > > > > > I think market behavior does change because
> the
> > > > > market
> > > > > > > > itself
> > > > > > > > > > has
> > > > > > > > > > > > changed.
> > > > > > > > > > > > > 10 years ago your broker told you "Buy GE,
> put
> > it
> > > > > under
> > > > > > > the
> > > > > > > > > > > > mattress, you
> > > > > > > > > > > > > will make money". If you took his advice and
> > > bought
> > > > > it
> > > > > > on
> > > > > > > > > > Monday
> > > > > > > > > > > > only to
> > > > > > > > > > > > > watch it fall all week then called him up he
> > > would
> > > > > tell
> > > > > > > > > you "We
> > > > > > > > > > > are
> > > > > > > > > > > > in this
> > > > > > > > > > > > > for the long haul, relax" ...... and you
> > probably
> > > > > did,
> > > > > > > > > > especially
> > > > > > > > > > > > since your
> > > > > > > > > > > > > trade probably cost you over $100 round
trip.
> > 10
> > > > > years
> > > > > > > ago
> > > > > > > > a
> > > > > > > > > > one
> > > > > > > > > > > > year or 6
> > > > > > > > > > > > > month hold was considered "Short Term" today
> > that
> > > > is
> > > > > no
> > > > > > > > > longer
> > > > > > > > > > > the
> > > > > > > > > > > > case.
> > > > > > > > > > > > > With online brokerage accounts you can now
> buy
> > > and
> > > > > sell
> > > > > > > > that
> > > > > > > > > > same
> > > > > > > > > > > > chunk of
> > > > > > > > > > > > > stock for $10 per side. Your broker isn't
> > selling
> > > > the
> > > > > > > stock
> > > > > > > > > de
> > > > > > > > > > > > jour, instead
> > > > > > > > > > > > > you are picking it your self. You have
access
> > to
> > > > > > hundreds
> > > > > > > > of
> > > > > > > > > > > > websites,
> > > > > > > > > > > > > dozens of data providers and have computer
> > power
> > > on
> > > > > > your
> > > > > > > > desk
> > > > > > > > > > > that
> > > > > > > > > > > > could
> > > > > > > > > > > > > have launched a rocket a half a generation
> ago.
> > > And
> > > > > > more
> > > > > > > > > > > > importantly so do
> > > > > > > > > > > > > millions of other "Small investors". Day
> > traders
> > > > > didn't
> > > > > > > > even
> > > > > > > > > > > exist.
> > > > > > > > > > > > This
> > > > > > > > > > > > > isn't your fathers market, IMO to back test
> > data
> > > > > from
> > > > > > 10
> > > > > > > > or
> > > > > > > > > 20
> > > > > > > > > > > > years ago
> > > > > > > > > > > > > and think that optimizing on that data to
> trade
> > > > today
> > > > > > > holds
> > > > > > > > > > > little
> > > > > > > > > > > > value.
> > > > > > > > > > > > > The markets turn on a dime and there is a
> whole
> > > new
> > > > > > breed
> > > > > > > > of
> > > > > > > > > > more
> > > > > > > > > > > > nimble
> > > > > > > > > > > > > traders taking part in the action. The
> dynamics
> > > and
> > > > > > > > > psychology
> > > > > > > > > > of
> > > > > > > > > > > > the market
> > > > > > > > > > > > > is completely different. It is no longer
> ruled
> > by
> > > > the
> > > > > > > few.
> > > > > > > > > > Watch
> > > > > > > > > > > the
> > > > > > > > > > > > > buy/sells go through and you see trade after
> > > trade
> > > > of
> > > > > > 100-
> > > > > > > > 200
> > > > > > > > > > or
> > > > > > > > > > > > 500 shares.
> > > > > > > > > > > > > This is not Dean Whiter placing trades but
> Joe
> > > and
> > > > > Jill
> > > > > > > six
> > > > > > > > > > pack.
> > > > > > > > > > > 5
> > > > > > > > > > > > years
> > > > > > > > > > > > > ago I used to always wait until the first
> have
> > > hour
> > > > > of
> > > > > > > > > trading
> > > > > > > > > > > had
> > > > > > > > > > > > passed
> > > > > > > > > > > > > before placing a trade to avoid the built up
> > > demand
> > > > > > > already
> > > > > > > > > in
> > > > > > > > > > > the
> > > > > > > > > > > > pipe. Now
> > > > > > > > > > > > > if I wait more than 10 minutes the train is
> out
> > > of
> > > > > the
> > > > > > > > > station.
> > > > > > > > > > > > Perhaps it
> > > > > > > > > > > > > is just a forest/trees scenario but I think
> > there
> > > > are
> > > > > > > > > > fundamental
> > > > > > > > > > > > > differences in the way the markets react
> today
> > > > versus
> > > > > > the
> > > > > > > > > > recent
> > > > > > > > > > > > past......
> > > > > > > > > > > > >
> > > > > > > > > > > > >
> > > > > > > > > > > > > Regards,
> > > > > > > > > > > > > Jayson
> > > > > > > > > > > > > -----Original Message-----
> > > > > > > > > > > > > From: Fred [mailto:fctonetti@x...]
> > > > > > > > > > > > > Sent: Sunday, October 19, 2003 5:38 PM
> > > > > > > > > > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > > > > > > > > > Subject: Objective functions (was RE:
> > [amibroker]
> > > > Re:
> > > > > > > > > > > Optimization -
> > > > > > > > > > > > - again)
> > > > > > > > > > > > >
> > > > > > > > > > > > >
> > > > > > > > > > > > > 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.
> > > > > > > > > > > > >
> > > > > > > > > > > > >
> > > > > > > > > > > > > Yahoo! Groups Sponsor
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> > > > > > > > > > > > >
> > > > > > > > > > > > >
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