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I like to look at MFE and MAE as bands - so when I see a position
violate what were the historical bands for MFE and MAE - I start to
question. If I see a number of positions violate the historical
bands, I'll then take a long hard look at the system.
--- In amibroker@xxxxxxxxxxxxxxx, "foxblade2000invest" <foxblade@xxx>
wrote:
>
> I'm wondering about methods for determining when a system no longer
> works. I've read people suggesting you should ride a system until it
> stops working, then jump onto another system that's currently working
> - and focus less on long term historical performance (I'm not
> advocating this).
>
> What methods are there for determing is a system is working -
> obviously if there's a really smooth equity curve, you can look for
> deviation form that curve. But I wonder if you might have to give back
> your gains before this becomes obvious, in the real world.
>
> Are there other methods to consider?
>
> All conributiosn appreciated,
> Rich
>
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