|
PureBytes Links
Trading Reference Links
|
Understand what you mean, John. I just want to make certain that I'm
not lying to myself and at least prove that I can beat my mom.
Thanks,
Tony
On Thu, 17 Aug 2000 11:00:02 -0400, you wrote:
> Well, you could look at the trades and subtract out the ones that occurred
>before the 200 day ma kicked in.
>
>Personally I tend to ignore the buy and hold stats for this reason: my
>systems are not in a stock 100% of the time. If I have a system that shows a
>70% profit against 100% for buy and hold but is only in the stock 10% of the
>time then the other 90% of the time the system is playing other stocks. So
>comparing it to buy and hold is irrelevant. Besides, what fun is buy and
>hold? That's what my mother did.
>
>Good luck,
>
>John Manasco
>
>----- Original Message -----
>From: "Tony" <tnyhaug@xxxxxxxxx>
>To: <metastock@xxxxxxxxxxxxx>
>Sent: Thursday, August 17, 2000 9:33 AM
>Subject: System Tester Question? Moving Average Entry
>
>
>> On Wed, 16 Aug 2000 14:24:54 EDT, you wrote:
>>
>> Hallo Gents,
>>
>>
>> One of the trading systems I am testing uses moving average crossover
>> as buy signals. One looks for a 10day avg to cross the 200day with
>> some stochastic confirmations. The other test is 10day cross of a 50
>> day average. The problem is that no entry takes place until at least
>> 200 days of loaded data is available even for the shorter test. So I
>> apparently cannot do an apples to apples comparison with the buy and
>> hold profits that buy on the first loaded date.
>>
>> Is there a way of loading the data so that a fair comparison between
>> my system and the buy/hold strategy makes sense or does everyone just
>> ignore what would appear to be the most fundamental test of the
>> system.
>>
>> Thanks for your input,
>> Tony
>>
>
|