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Excellent presentation. I give you an A+.
Only a fool would argue with facts
Lionel Issen
lissen@xxxxxxxxxxxxxx
----- Original Message -----
From: "Herman van den Bergen" <psytek@xxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Tuesday, July 03, 2001 6:15 AM
Subject: Sobering System Tests
> Forward and out-of-sample testing doesn't have to be tedious. Just load
the
> maximum amount of data you have, and add an extra opt in your system
tester
> to step you through the years. Copy and paste the results from the System
> Tester's Summery Window into Excel and make a chart. See the example
attached.
>
> You can perform this test on weekly and monthly periods as well. I
modified
> my Trading Rules by ANDing the year to it like this:
>
> (Trading Rule) AND year()=opt9
>
> and assigned the values 1998 to 2001 (match the years to the amount of
data
> you have), with step 1 to opt9.
>
> You can now study how the effectiveness of your system changes over time
> with a single system test. I encourage you to do this routinely, it can be
> a very sobering experience!
>
> Have a great day!
> Herman.
>
>
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