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Sometimes we're not academic enough and step into traps that are
avoidable. Or is it better to skip the details, LOL? Degrees of
freedom are lost for each parameter in a system that is used to
determine a signal. So it depends not only on the number of
parameters in the system, but also on the number of signals. Imagine
a perfectly curve fit system consisting of 10 buy dates and 10 sell
dates for 20 parameters producing 20 signals with no degrees of
freedom. This is a simple example and reality is much tougher. It
can be *very difficult* to correctly account for all system parameters
and not only that, some may have significantly greater impacts than
others. I personally choose to avoid this whole mess with very simple
systems that produce a lot of signals.
--- In amibroker@xxxxxxxxxxxxxxx, "Gary A. Serkhoshian"
<serkhoshian777@xxxx> wrote:
> Howard,
>
> As always, you ask very relevant questions. There are several FT
folks on the board who could tell you the exact dates when the signal
was developed. Even better, go to Werner Gansz' (signal creator)
website, and ask him directly. He's a good guy, and was very
responsive and informative in the few e-mails we've exchanged.
>
> http://www.madriver.com/~wwgansz/
>
> Taking this a step further Howard, how about walking us through your
analysis method on RUTVOL. Sometimes we get too academic on this
board. So, here you have a complete signal that many call robust.
Let's see how your method would be applied here, and my sense is it
would add a great deal of value to a lot of us not so experienced not
to mention all the good karma you'll build : )
>
> Thanks,
> Gary
>
> Howard Bandy <howardbandy@xxxx> wrote:
>
> Wow!! RUTVOL has a Lot of parameters.
>
>
>
> It is very unusual for a system with so many parameters to be
robust. Does anyone know when the system development stops (the last
in sample date) and when the out of sample period begins?
>
>
>
> Howard
>
>
>
> -----Original Message-----
> From: Gary A. Serkhoshian [mailto:serkhoshian777@x...]
> Sent: Tuesday, November 18, 2003 1:07 PM
> To: sgearhart12000; amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] RUVOL and BB system posted to AmiBroker library
>
>
>
> Hi all,
>
>
>
>
>
> For easier access it's at this link in the AmiBroker library:
>
>
>
>
>
> http://www.amibroker.com/library/detail.php?id=307
>
>
>
>
>
> Kind Regards,
>
>
> Gary
>
> sgearhart12000 <sgearhart1@xxxx> wrote:
>
>
> Gary
> Could you send me the 1 RUTVOL with BB Scoring.afl. I'm a FT user
and
> trying to use AB along with FT.
> Thanks
> Scott Gearhart
>
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