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Re: [amibroker] Robustivity



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Steve kindly wrote:


> Fred missed the posted equity lines and you've missed the
> oscillator (with trigger lines) to represent exactly what days
> trades were positioned.

Nah, I just don't keep data for the ETFs.  Makes it harder to figure out
exactly where those arrows showed up.

> The code is in the library.

Somehow, I couldn't find it.  Not that this comes as a surprise.  Not being
able to find stuff is nearly as normal for me as not being able to remember
it.  (For confirmation, see my other note.)  In any case, the system is
pretty easy to write from scratch.

> Run the system on your own EOD data.

In process.  Also fiddling a little with intraday data, which very
tentatively looks interesting.

> 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.

Very much appreciated.  I will try not to bother you unless something
puzzling comes up.

Thus far, I am getting good win ratios and decent profits, but with larger
drawdowns than I'd like.  This is just from quick scans on continuous data,
nothing I'd trust to reflect real-world trading accurately.  OTOH, it seems
that continuous files almost always make systems look better than they are.

> Gee if only Larry Williams was here to tell us the real truth...

[Chuckle.]

Many thanks.

Owen


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