> There are other reasons such as the fact that practice
shows that delayed signals are very often very poor performer so it is better to skip trade instead of entering it too
late.
> This may be true to many systems. But
certainly not all of them. My most profitable system happens to do better
with later signals. It buys dips and later signals are
> more likely to > bounce back. IMO, a
backtest software should be neutral to trading systems (i.e. not
to prefer a particular kind of practice)
Who says delayed signals are poor performers. Who has
studied this? I am certain that redundant signals can be used succesfully
in portfolio type systems. So my request is again to get a simple example
of how to do this on a portfolio level. There are examples on a single symbol
level but on a portfolio level is what is interesting.
rgds, Ed