|
PureBytes Links
Trading Reference Links
|
I can't say much more about it then what's in the doc in the zip in
the files section.
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> 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@> 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.
> > > >
> > >
> >
>
------------------------------------
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|