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Re: Rating trading systems



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Thanks Onno,

At 08:10 PM 01/10/2000 +0100, you wrote:
>Dear Herman,
>
>The best system I have developed is the one for the Dutch stock index (AEX).
>I used period 1990-1998 for optimalisation.
>Period 1990-now:
>Maximum profit: 5972 points (=100%)
>My best trading system: 2118 points (35%)
>The rest of my trading systems score 5 to 15%. 

That is interesting, I am new to MS and I am just fiddling with everything.
It appears to me that there can be no system that works for all types of
stocks and that I will have to develop a system that first defines the
general stock behaviour in terms of trend, short/long term volatility, etc.
and then selects a formula optimized for that particular type of stock.

Has anybody included such a "pre-screener" in their trading system?

Happy trading!
Herman