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Re: [amibroker] Re: Jake Bernstein Momentum formula



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Greetings all --

Kailash wrote "Well, nothing is for sure here. you see u optimized 10 years data and there was only 3 conse.. looser trade. Now think u start trading and those three trades r ur 1st 3 trades. u loose n lost confidence."

First, just a comment on protocol.  Please feel free to write out words -- you, your, are, consecutive, loser, and, and so forth.

Second.  If the results of ten years of optimization were in-sample, then there is no surprise that the real-time results are poor.  Only out-of-sample results have value in terms of predicting future performance.

Either you can test you system on out-of-sample data using good modeling and simulation technique, or you can let the market test it for you using real money.

Thanks,
Howard

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