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Jose,
I guess you missed that is not back test for some days. It's walk
forward test. I did calc system keep signals and load data for next
trading day etc. day by day...
Could you mark not profitable signals?.. And then send me...
PS. It's not adv. i'm trying to say - RANDOM trading system is not
good idea.
Regards,
Eugene.
--- In Metastockusers@xxxxxxxxxxxxxxx, "Jose" <josesilva22@xxxx>
wrote:
> Eugene, if you ever decide to trade your system signals, you will
then
> understand what whipsaws are all about.
>
> http://www.profitfromstocks.com/rnd/dell_lnr.png
> Assuming no slippage (unlikely in the real world), less than 50%
of
> the 32 Short signals in the above chart are profitable, and the
> majority of the rest are hardly profitable.
>
>
> jose '-)
> Proud to offer non-official, ethically-sound MetaStock add-ons.
> Proud to offer no trading systems for sale.
>
>
>
> --- In Metastockusers@xxxxxxxxxxxxxxx, "Eugene Labunsky"
<elabunsky@xx
> ..> wrote:
> > >VERY VERY few systems outperform random entries....
> > >Try to write a system with random entries.
> > >See the results. A very humbling experience.
> >
> > I guess my system can be a bit better than RANDOM.
> >
> > 120 day by day walk test (all signals are OOS) -
> > http://www.profitfromstocks.com/rnd/dell_lnr.png
> >
> > 3 randoms test:
> >
> > http://www.profitfromstocks.com/rnd/dell_rnd1.png
> > http://www.profitfromstocks.com/rnd/dell_rnd2.png
> > http://www.profitfromstocks.com/rnd/dell_rnd3.png
> >
> > Regards,
> > Eugene Labunsky.
> > http://www.TrendMedium.com - Official MetaStock Add-on
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