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[amibroker] Re: Robustness Challenge



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Fred,

Appreciate your comments.  On the sequencing of the whole thing,
definitely, go through 1-9, agree on standards and in fact, probably
don't fund an account until maybe step 4.  But my original proposal
was that *I* fund it, which would simplify decision making through the
golden rule, lol (he who has the gold rules).  But even then the goal
would be to achieve consensus and if not, justify decisions, I think
the group would be owed that at least.  Now if several folks want to
fund a group account, I'm happy to be an indian in the process but it
complicates things  as you've noted.  Back to the sequencing, I'm
still wondering if there's enough interest and if so, where we should
do this.  Glad you're interested, BTW!

Regards,

Mark

--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> Mark,
> 
> This is a long and in some regards rather ambitious plan to
undertake 
> as a group.  Don't take that as an objection, it's not.  I would 
> however suggest that if I/you/we are going to proceed in some
fashion 
> that before the group pushes on to funding an account or publishing 
> the results that the group ...
> 
> - Gets through your #1 - #9
> - Sees if it can agree on which criteria to use (this will be
tougher 
> than most think, and I'll do MY best to defer to others.  Having 
> worked in small groups to develop profitable systems in the past I
am 
> of the opinion that it is tough enough to get more than two or
three 
> people to agree what yardstick to use to decide how to measure how 
> good some particular system is let alone how robust it is)
> See who's left that can and is willing to contribute something that 
> meets the criteria.
> 
> For myself I have no particular interest in setting up an account
to 
> actually trade whatever the group comes up with nor have I any 
> particular interest in publication, but again that's just my own 
> slant.
> 
> Fred
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "quanttrader714" 
> <quanttrader714@xxxx> wrote:
> > 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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