Re: [amibroker] Optimizing

["Markus Witzler" <funnybiz@xxxxxx>]

Thanks, Howard

 

 

----- Original Message -----

From: Howard B

To: amibroker@xxxxxxxxxxxxxxx

Sent: Thursday, January 07, 2010 2:42 PM

Subject: Re: [amibroker] Optimizing

 

Hi Markus --

All trades are trend following for the time they are held -- but the conditions that describe the entry are either mean-reverting or trend-following depending on whether the system buys weakness or buys strength, respectively. 

Under some conditions, mean reversion systems are preferable to trend following systems.  You will need to test your system on the data you plan to trade.  And you will need to evaluate the performance as measured by the metrics that are important to you.  Psychologically, some people prefer trend-following, just a some people always buy and never short.

Thanks,
Howard

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