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Good advice!!
Howard
-----Original Message-----
From: quanttrader714
[mailto:quanttrader714@xxxxxxxxx]
Sent: Wednesday, November 19, 2003
10:47 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: RUVOL and
BB system posted to AmiBroker library
Sometimes we're not academic enough and step into traps that are<font
size=2 face="Courier New">
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@xxxx]
> 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:
>
>
>
>
>
> <a
href="">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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