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UH - YA - COOL - i kinda knew that hence the sarcasm? anyways thanks
for your time - this forum is very supportive and i really
appreciate - some of you guys need a sense of humor :)
--- In amibroker@xxxxxxxxxxxxxxx, "palsanand" <palsanand@xxxx> wrote:
> 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
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> amiquote@xxxxxxxxxxxxxxx
> > > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > > --------------------------------------------
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> > > >
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> > > >
> > > >
> > > >
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