|
PureBytes Links
Trading Reference Links
|
OK
Fred, you got the last word. Your voice is heard above all others. Now, can we
please, please move on??
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Fred
[mailto:fctonetti@xxxxxxxxx]Sent: Tuesday, October 21, 2003 11:02
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Grapefruit was NOT mechanical systems ...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 don´t 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> > <A
href="">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> > <A
href="">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 don´t 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> > > > <A
href="">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 doesn´t> > 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 don´t 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@xxxx]> > >
> > > > > > > > > > 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@xxxx]> > > > > > > > > >
> > > >> > > > > > > > > > >
> > > 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> > > > > > > > > > > >
>
ADVERTISEMENT> > > > > > > > > > > >
>> > > > > > > > > > > > >>
> > > > > > > > > > > >> > >
> > > > > > > > > >> > > > >
> > > > > > > > Send BUG REPORTS to bugs@xxxx>
> > > > > > > > > > > > Send SUGGESTIONS to
suggest@xxxx> > > > > > > > > > > > >
-----------------------------------------> > > > > > >
> > > > > > Post AmiQuote-related messages ONLY to:>
> > > > > > > > amiquote@xxxxxxxxxxxxxxx> >
> > > > > > > > > > > (Web page:> >
> > > > > <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
> > > > > > > > > > > >
--------------------------------------------> > > > > >
> > > > > > > Check group FAQ at:> > > >
> > > > > > > > >> > > > > >
>> <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
> > > > > > > > > > > >> > >
> > > > > > > > > > Your use of Yahoo! Groups is
subject to the> > > Yahoo!> > > > > >
Terms> > > > > > > of> > > > > >
> > > > > Service.> > > > Send BUG
REPORTS to bugs@xxxx> Send SUGGESTIONS to suggest@xxxx>
-----------------------------------------> Post AmiQuote-related messages
ONLY to: amiquote@xxxxxxxxxxxxxxx> (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
--------------------------------------------> Check group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
> Your use of Yahoo! Groups is subject to <A
href="">http://docs.yahoo.com/info/terms/Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
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.
|