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I saw the line but it's not exactly what I'd call informative without
the rest of the associated statistical information.
--- In amibroker@xxxxxxxxxxxxxxx, "CedarCreekTrading" <kernish@xxxx>
wrote:
> Gee Owen,
>
> Fred missed the posted equity lines and you've missed the
oscillator (with trigger lines) to represent exactly what days trades
were positioned. This was a basic, default, example of how a
momentum oscillator can be used to "build" a system around an
indicator. The code is in the library. If I posted any numbers,
people would, no doubt, post "needlessly contentious and somewhat
content-free" snipes of it's weaknesses.
>
> So, look at the equity line to determine a ballpark drawdown. Run
the system on your own EOD data. And please, please keep in mind:
this is an example of a solid indicator trading fairly tough
markets...with no modifications or variable optimizations. That's
all, an educational example. I'd be glad to defend and discuss every
aspect of the system that I trade...except, that's only shared with
people who make "nice-nice".
>
> I know you go way back to the MS forum and have seen these
discussions before. I'd be glad to continue this discussion
privately. 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
>
>
> ----- Original Message -----
> From: Owen Davies
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, October 31, 2003 1:00 PM
> Subject: Re: [amibroker] Robustivity
>
>
> Steve, among the needlessly contentious and somewhat content-free
> "discussion" of whether or not your CMO technique is truly
robust, one small
> but worthwhile point did come up. The buy and sell arrows on
those charts
> are impressive, but it's tough to be sure what they represent in
real
> results. Could you post some hard numbers on profits, drawdowns,
and so on
> for those charts? A comparison with the previous period would be
really
> nice as well.
>
> Many thanks.
>
> Owen Davies
>
>
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