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Hi Phsst,
Can you share:
a) what report-stat thresholds you looked at to conclude 'it showed
promise'
b) any other specific recomendations to make a first-cut evaluation on
any proposed system. For example, if I want to quickly compare Anthony's
system in Message # 52872
with Jayson's)
?
thanks
-john
----- Original Message -----
From: "Phsst" <phsst@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, November 23, 2003 8:37 PM
Subject: [amibroker] StoRSI... was Re: Robustness
> Sid, Owen & anyone else who is curious,
>
> I would suggest that you forget the StoRSI 8 8 3 code that Dave
> posted. (I never saw or heard CedarCreekTrading's recommendations
> regarding this trading system).
>
> Instead, you might want to take a look at the StoRSI code that Jayson
> provided in Message # 52370.
>
> Add your trade delays, initial equity, positionsize, positionscore,
> other personal preferences for backtesting (including watchlist, etc.)
> and other filters that make sense to you.
>
> I don't promise anything, but in my backtesting it showed promise
> almost 'out of the box', plus it has the graphic support in IB for
> fine tuning.
>
> (Be sure to email me and Jayson if you find the Grail <g>). (((( AND
> DON'T COME CRABBING IF YOU DON'T FIND THE GRAIL... OK? ))))
>
> And as far as Robustness is concerned... robustness is in the eyes of
> the beholder! (No more complicated than that)
>
> Regards,
>
> Phsst
>
> --- In amibroker@xxxxxxxxxxxxxxx, Sidney Kaiser <s9kaiser@xxxx> wrote:
> > Too much tongue in cheek...what are you trying to say here?
> > Sid
> >
> > At 10:32 PM 11/23/2003 -0500, you wrote:
> >
> > >Sidney Kaiser wrote:
> > >
> > > > Steve K's system is not a system at all but rather an idea that
> needs to
> > >be
> > > > fleshed out to turn it into a money maker. I made a few passes
> at it and
> > > > never discovered the appropriate additions to turn it into a
> winner, so I
> > > > can understand Dave M's frustration with his attempts to wring
> some profit
> > > > out of the idea.
> > >
> > >[Keep trying. It's not that hard.]
> > >
> > >Er, scratch that. It's impossible. Forget you ever read it.
> > >
> > >Owen Davies
> > >
> > >
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