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Fred,
Yes, by "black box" I mean a mechanical system. In the case of my
post, I mean a mechanical system where the code is available, since
you would be creating the black box, and not someone else.
Entry and exit points will always be clear in one sense because these
are ultimately dependent on physical buy and sell signals from the
trading system. On the other hand, how the entry and exit is handled
may be purely discretionary... where the stop is set, when profits are
taken, trailing stop or regular stop, scaled trading, etc -- or this
could be purely mechanical. Your choice.
I personally find my best money management methods to be primarily for
controlling my emotions, which is why I prefer to leave money
management out of the mechanical portion of a system. Money
management, however, is what will usually ultimately determine a
trader's profitability, in my experience. I have taught many people
with no real trading system to trade much more profitably by simply
using scaled trading and stop orders, for example.
Everything I have posted is under the knowledge that it is my personal
approach to system analysis, and I find it works best for my needs. I
understand my posts may inadvertently nullify some of the work you
have posted here, but my intent is not to single you out and disregard
your work. There will always be many people who will want to use your
work. I also build fully mechanical systems, and I use your work to
support these efforts, for example.
Your contributions here have been most beneficial to many AB users. I
am one of them.
Thanks,
rhelfer
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxx> wrote:
>
> By "black box", I assume you mean a mechanical system ... yes ? ...
> Assuming of course that one can see the rules inside the box and
they
> aren't open to interpretation then the box isn't black or even
> gray ...
>
> How do you objectively identify the entry and exit points of trades
> and collect the statistics for use in an MCS of a discretionary
> system ?
>
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