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The performance is obviously excellent because the data was curve-
fitted -- there were no losses over the entire period. Clearly, this
is an unrealistic expectation. All we have proved is that we have
curve-fitted this fixed 30-minute time segment of data very well with
the model.
While the excellent performance of this curve-fit gives the illusion
that the Holy Grail of market systems has been found, nothing could
be further from the truth. Out-of-sample testing must be performed.
If the performance results from the out-of-sample test are similar to
the in-sample test segment, then the probability increases that the
model has captured the price dynamics.
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, "emptyhead_77" <gms_clan@xxxx>
wrote:
> thanks thomas i knew you would get the joke and solve the problem -
> some guys here actually thought i was serious - i will try that
thanks
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> wrote:
> > Hello,
> >
> > Set delays to 1 day and commissions > 0 and re-test.
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "emptyhead_77" <gms_clan@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Saturday, November 22, 2003 3:07 AM
> > Subject: [amibroker] im gonna be a billionare and laugh at you
guys
> >
> >
> > > my system over the last month neted 588,563,689,569.61% over
the
> last
> > > month - hahahahaha so there
> > > heres the system:
> > > bla1 = Optimize("first number 26 - then 12,9",26,13,52,1);
> > > //bla2 = Optimize("second numb. 12",12,6,24,1);
> > > //bla3 = Optimize("third numb. 4",9,4,18,1);
> > > Cond1 = Close > 3;
> > > Cond2 = Volume > 10000;
> > > Buy = Cross(MACD(bla1,12),Signal(bla1,12,9));
> > > Sell = Cross(Signal(bla1,12,9),MACD(bla1,12));
> > >
> > > ok so what did i do wrong - every step in the optimization was
> > > profitable and the top one was 500+billion percent over a one
> month
> > > period -this was set for 30minute intervals
> > > i just was experimenting with a simple macd flip - cross macd
and
> > > signal on 30 min. bars
> > > oops - any ideas or am i really gonna be a zillionare in a
month
> > >
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
> > > Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
> > > Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
> > >
> > >
> > >
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