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<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>
Dave,
Have you coded your own CMO5 backtest yet? If you have, then you
should have your own perception of its' robustness.
I played with it a bit today and was impressed. But there is a
caveat... my testing is still premature and I might have a bug or two
that could be mis-leading.
Phsst
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx> wrote:
> 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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