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BTW Fred,
Have you considered posting an article on Batman to the UKB - it
doesn't appear to get its fair share of attention at present.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxx> wrote:
>
> If you are going to use the IS performance metrics how you suggest
> then not only don't you believe they are worthless, you believe
they
> are more worthwhile then I do ...
>
> WF testing is simply multiple OOS's ... If you believe in the
latter
> there's no reason not to believe and utilize the former unless of
> course you believe that once you have a system that has been
> successfully tested OOS that you'll never move at least the end
date
> of your IS forward and optimize again, whether you need to or not.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> wrote:
> >
> > Yes, that is true.
> >
> > What I am suggesting is that if the OOS holds up then I can use
the
> > combined metrics of the IS and the OOS in say, Money Management
or
> > other downstream analysis (assuming that the system rules remain
> > unchanged from the IS top model to the OOS validation).
> >
> > When you say they 'fail the steps that follow' do you mean WF
> testing
> > (are you an advocate of WF testing?) or do you add something
extra
> > (perhaps I should read your docs?)
> >
> > brian_z
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@> wrote:
> > >
> > > Personally I don't see in sample results as totally worthless
nor
> as
> > > particularly worthwhile ... I only see them as an initial
> yardstick
> > > which results in a decision of whether or not additional work
is
> > > warranted i.e. if you can't make it work in sample then there's
> > > probably no point in looking beyond ... If you can it doesn't
> mean
> > it's
> > > tradable. Frankly I toss more systems because they fail in the
> steps
> > > that follow then because I can't make the in sample results
look
> good.
> > >
> >
>
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