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It is not the best way, but it is the only way we have (both walk
forward and backward test), unless you are a time traveler who can
go into the future and get all values for the past and... My best
secondary system is better than my primary system when I look at
statistics, that is why it is my best secondary system, but it is
just a filter, not a comprehensive trading system...
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> I'm sorry, maybe I shouldn't have said anything, now we're lost in
a murgle
> of unclear words that I'm not sure is worth untangling.
>
> I thought you were saying, actually you did say, that statistics
and
> measures of past profitability weren't a good way to evaluate
system
> reliability. you proposed examining the underlying theory behind
the method
> instead.
>
> now here, you're saying that we need "simulation". what exactly is
> simulation, if not statistics on past performance?
>
> color me lost. not in general, I hope, but in this conversation
for sure. oh
> well.
>
> dave
>
> Dave, that is why we need simulation. It is easy to measure
validity
> once you have a good grasp of the theory.
>
> rgds, Pal
> --- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
> wrote:
> > Pal, how would you think about the validity of a theory without
> considering
> > whether it actually worked or not in practice?
> >
> > dave
> >
> >
> > > Al, I'm not disputing the usefulness of statistics. Far
from it.
> > > I'm merely stating that in my view, it is misleading to
exclude
> > > individual systems using past measures of profitability.
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