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We all know this is a great group. If we put our heads together in a
cooperative manner, I believe we can accomplish anything within
reason, to include trading profitably. Especially if the systems are
robust. A few posts have mentioned brokerage statements and frankly,
that is the bottom line. So how about...
1) We cover the 9 robustness criteria and come to a *group*
consensus on which to use and what parameters for a *group* robustness
standard (I think it was DT who first suggested a group baseline).
2) We have a *group* competition to develop simple systems that trade
often and meet the criteria.
3) We prepare a *group* trading plan to trade one or more of those
systems.
4) We iron out the bugs in simulated trading.
5) If *everyone* puts their best effort into this *and* I buy into the
final products of 1-4, I will fund a small account (but large enough
to adequately trade what we come up with) and trade it according to
the plan, publicly on the board, *and post the results and
statements*. Of course, I'd have veto power over taking any/all
trades but would justify (e.g., earnings coming out, I'm sick or
drunk, etc.).
6) The *group* writes up its successful experiment in S&C keeping all
names out except Amibroker which is, afterall, what brought us
together in the first place and what would make this possible (unless
Tomasz objects).
There are a lot of "ifs" here but is this a good idea and if so,
should we use this board, amibroker-ts, a new amibroker board or
other? Obviously this would be a long term project. Who's
interested and willing to see it through?
Regards,
Mark
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