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>Backtesting is a useful first step as if some particular system can't
>be demonstrated to perform well IN sample then it's probably totally
>useless
Thats all the framework is required to do. It's up to the user to inspect
the trading system/code further.
>But neither methodology will provide any clues as to how the system
>might be expected to perform at the right edge of the chart ...
I can't disagree with that.
Fred wrote:
>
> Backtesting is a useful first step as if some particular system can't
> be demonstrated to perform well IN sample then it's probably totally
> useless ... An MCS evaluation may add something to this as the
> liklihood of DD's expected with the same list of trades might be
> signifcantly higher then one otherwise would otherwise expect ...
>
> But neither methodology will provide any clues as to how the system
> might be expected to perform at the right edge of the chart ...
>
> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
> "Michael.S.G." <OzFalconAB@xxx>
> wrote:
> >
> > Fred,
> > I was thinking a 10 year span would give a reasonable base
> test.
> > Then if a system looks promising, Then the user can download the
> system
> > and perform test on various other ranges to their hearts content. A
> > system may also be tested on a completely different data set
> (different
> > exchange) for a general robustness test. Of course a system can be
> curve
> > fit, But this would quickly be noted and posted to the comments
> section
> > by other users. As it's an open souce project, Your more than
> welcome to
> > assist in resolving or creating workarounds for such issues as you
> see
> > fit. And if you don't see backtesting as a useful tool at all, Then
> > there is no need to participate.
> >
> > ATB
> > Michael.
> >
> >
> > Fred wrote:
> > >
> > > As stated previously, back test stats only really tell one about
> how
> > > well one has managed to curve fit some particular system to the
> data
> > > that's in play. It tells one nothing about how any given system is
> > > likely to perform out of sample which is of course where all
> investors
> > > and/or traders use real money.
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com> <mailto:amibroker%
> 40yahoogroups.com>,
> > > "Michael.S.G." <OzFalconAB@>
> > > wrote:
> > > >
> > > > Backtest Framework is now known as "AB Trading Framework"
> > > >
> > > > It's not much, But here it is anyway....
> > > > 1st Alpha release of "AB Trading Framework" is available at
> > > > http://www.amibroker.org/3rdparty/AB_Trading_Framework/
> <http://www.amibroker.org/3rdparty/AB_Trading_Framework/>
> > > <http://www.amibroker.org/3rdparty/AB_Trading_Framework/
> <http://www.amibroker.org/3rdparty/AB_Trading_Framework/>>
> > > >
> > >
> > >
> >
>
> __._
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