RE: system testing

["Bob Jagow" <bjagow@xxxxxxx>]

Just ordered it, Walter.
  ...and your system testing code was posted where? <g>

bjagow@xxxxxxx <mailto:bjagow@xxxxxxx>


-----Original Message-----
From: owner-metastock@xxxxxxxxxxxxx
[mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Walter Lake
Sent: Friday, June 25, 1999 2:15 PM
To: metastock@xxxxxxxxxxxxx
Subject: Re: system testing


Hi Bob

This is from an earlier Metasotck post:

"Heard back from trader contacts. They are disappointed in her book and
seminars. Summarized it as a "Gann fan
dance". Advised me to stick with Linda, at least she advertises and then
fully
discloses. Another repeat of the Kase experience. "

There's no comparison between Brown and the Jurik book. Jurik has lots of
heavy duty stuff. It has a nice progression from low end ... Joe DiNapoli
... to some serious trading system development and data mining. Some is ...
outrageously bold ... intellectually daring, ... whatever you want to call
it. What can it say ... I bought it!

I actually parted with cash. Usually I sit and read it in Chapters until I
get a really good sense of it. Some I buy and return. This one I bought.

==============

Hi Lionel

What Excel program are you referring to? The 3-D surface chart is already in
most versions of Excel.

Best regards

Walter





----- Original Message -----
From: Bob Jagow <bjagow@xxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Friday, June 25, 1999 3:55 PM
Subject: RE: system testing


> I'll pick up Jurik if you recommend it, Walter.
>   [Noticed the reviews at Amazon were a mixed bag.]
>   You mentioned Connie Brown's book in your last post; I happened to
browse
> it at B&N yesterday and was completely underwhelmed -- hope you like Jurik
> [or parts of Jurik] better.
> [As posted elsewhere, I didn't find the book as meaty as the toc promised.
>
> http://www.aeroinvest.com/support/tablecontents.htm
>
> I liked the reverse engineering chapter more than most, but it was pretty
> sketchy.
>
> Bob
> bjagow@xxxxxxx <mailto:bjagow@xxxxxxx>
>
>
> -----Original Message-----
> From: owner-metastock@xxxxxxxxxxxxx
> [mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Walter Lake
> Sent: Friday, June 25, 1999 9:08 AM
> To: Metastock bulletin board
> Subject: system testing
>
>
> Hi Bob
>
> "... Did like the look of his system testing [not that swift in Excel
> myself] and the 30-day return policy was clearly spelled out.
>    Still looking for the 1st brave soul to report in .."
>
> The walk forward ideas are interesting. For a more complete look, you
might
> want to check out "Computerized Trading" edited by Mark Jurik. Chapter 8
by
> Dr. Michael De La Maza has some really interesting ideas on "rolling
> windows" walk forward testing. He also includes the complete Excel code
for
> the "Markowitz/Xu data mining correction formula".
>
> Chapter 9 by David Stendahl discusses different kinds of equity curves,
> including a rolling equity curve. I particularly like the "underwater
equity
> curve", which shows just how bad things can get.
>
> Best regards
>
> Walter
>
> PS: "first brave soul" that sounds like code words to me.
>
>
>