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I think the easiest approach is just remove the sections on the code
that are of no use or and add in some code that would make it more
useful and better the results.
If the planning was already done...from the beginnning.
Is it better just to repair the road ? or is it better to completely
begin to build a new one from scatch? Building a new one takes much
more time I think!
Everybody of course have their own opinion on this subject.
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> Joe: LOL (as in Lots of Luck). I worked with it a lot in the
past and
> attempted to reduce drawdowns (the CMOx stuff is usually early in
both
> the buy and sell). Not a lot worked in terms of return, but dd
can be
> reduced -- one approach is moving averages of the CMOx and looking
for
> crosses of the average AND the trigger level---not easy because
they
> occur on different bars usually.
>
> However, that said, I do not want to imply it cannot be improved---
there
> are countless other ways and perhaps someone can find a way to
make ma
> crosses work in conjuction with trigger levels.
>
> Ken
>
> -----Original Message-----
> From: Joe [mailto:run_for_your_life2003@x...]
> Sent: Monday, November 03, 2003 9:05 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Robustness Challenge
>
> My suggestion would be to improve Steve's example of the CMO5
since
> the thought process has mostly been done and improve it so it
gives
> better signals.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "quanttrader714"
> <quanttrader714@xxxx> wrote:
> > OK, makes sense, will get 'em out as soon as I can, in the next
> few days.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "b519b" <b519b@xxxx> wrote:
> > > Mark,
> > >
> > > Each of your posts is going to generate lots of discussion and
> > > learning. Keep up the stimulating work.
> > >
> > > As for a group project, I agree with Fred that we need to see
> and
> > > discuss all 9 robust criteria first.
> > >
> > > b
>
>
>
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