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Hi Yuki,
My conclusion is based on several years of walk-forward testing my
system with real-data in real-time. If you arrive at a contradiction
in your evidence or your results, please check your premises: you
will find that one of them will be wrong. I would always verify and
interpret my detected evidence as well as my detected results.
If I have failed to detect/verify/interpret evidence, and the price
has collapsed, then my framework of evidence is not robust, i.e., it
has failed to gather the necessary evidence. If instead, I have
gathered the evidence but failed to detect/verify/interpret the
results, then my signal detection system is not robust, i.e, it has
failed to detect the signal. Of course, it is also possible that
both the framework of evidence as well as the signal detection system
(architecture) is not robust enough. The architecture stands or
falls with the framework.
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> Hi Pal,
>
> Monday, January 17, 2005, 6:24:04 AM, you wrote:
>
> >> And when we have the ability to partially liquidate a position,
> >> some tests will make great sense that we simply cannot do right
> >> now. I'm waiting with such anticipation.
> >>
> >> Yuki
>
> PA> The only Exit strategy I would consider:
>
> PA> The reasons I had when I entered a trade are no longer there,
i.e.,
> PA> the framework of evidence, collapsed.
>
> That's a great *philosophy* of trading, but it doesn't necessarily
> translate into great trading. Sometimes it works fine, but
sometimes
> by the time you have enough "evidence" that your "framework of
> evidence" has collapsed, so has price.
>
> Yuki
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