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Hi Yuki,
Sorry you feel that way. For what it is worth, those are my
beliefs. Thanks for listening.
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> Hi Pal,
>
> The paragraph below both bores and tires me, sorry. I don't think
it
> adds much to this board, and I'm not going to get into a discussion
> with you. Sorry I took your bait.
>
> Yuki
>
> Monday, January 17, 2005, 7:37:36 AM, you wrote:
>
> PA> Hi Yuki,
>
> PA> My conclusion is based on several years of walk-forward testing
my
> PA> system with real-data in real-time. If you arrive at a
contradiction
> PA> in your evidence or your results, please check your premises:
you
> PA> will find that one of them will be wrong. I would always
verify and
> PA> interpret my detected evidence as well as my detected results.
>
> PA> If I have failed to detect/verify/interpret evidence, and the
price
> PA> has collapsed, then my framework of evidence is not robust,
i.e., it
> PA> has failed to gather the necessary evidence. If instead, I
have
> PA> gathered the evidence but failed to detect/verify/interpret the
> PA> results, then my signal detection system is not robust, i.e, it
has
> PA> failed to detect the signal. Of course, it is also possible
that
> PA> both the framework of evidence as well as the signal detection
system
> PA> (architecture) is not robust enough. The architecture stands
or
> PA> falls with the framework.
>
> PA> rgds, Pal
> PA> --- 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,
> PA> 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
> PA> sometimes
> >> by the time you have enough "evidence" that your "framework of
> >> evidence" has collapsed, so has price.
> >>
> >> Yuki
>
>
>
>
>
>
> PA> Check AmiBroker web page at:
> PA> http://www.amibroker.com/
>
> PA> Check group FAQ at:
> PA> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> PA> Yahoo! Groups Links
>
>
>
>
>
>
>
>
>
> Best,
>
> Yuki
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