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ambitious plan (:-). the thing I'm most afraid of is continuity and
commitment over the amount of time this whole cycle will take. but I'd say
give it a try.
the ts group does sound right; I am a member, not currently getting its
mail, but I can fix that.
dave
> 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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