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hey steve, I hope you're not thinking I'm attacking you, not at all. you're
a smart guy with lots to offer, and I wanted some, simple.
the question of what constitutes a robustly investigated system is Job One
to me. I don't mean what the specifics of such a system are right now, I
mean what you need to do to be convinced a system is robust.
like everybody with analysis software, I've seen backtest results that I
truly wish were in my account, but that's not the same thing as proving to
myself that a system has a good likelihood of being profitable in the
future. the auto-optimizer proved to me, I think, that using settings with
the best simple percentage growth per bar up to some date didn't guarantee
good performance going forward. I shouldn't be allowed near a backtester
until I have a better idea of how to measure past performance in a way that
predicts future results.
you seemed to be saying that CMO5 was robust, in contrast to other systems
and definitions of robustness going by, so I wanted to know what validating
robustness meant to you. I'm not doubting CMO5, or you, or busting your
chops, or anything, just trying to learn.
dave
> I'm a bit "fried" from defending a simple premise.
> Gee if only Larry Williams was here to tell us the real truth...
>
> Take care,
>
> Steve
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