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There seems to be a massive abyss between reality and academic theory.
This statement sums it up:
> The (indented) Theta model
> ...- was tested as forecasting model, worked very well
> ...- was tested as trading model, didn't work at all
A successful(?) forecasting model that doesn't work at all in the real
trading world may be of some academic interest, but it doesn't pay the
bills.
jose '-)
--- In equismetastock@xxxxxxxxxxxxxxx, "MG Ferreira" <quant@xxxx>
wrote:
>
> Rvalue,
>
> On top of this all, I have to fight with the message formatting!
> (It is not the first time this has happened). I hope it works this
> time, here it is again, but I'll use something other than spaces
> just to be sure. Note the indentation, this is what was wrong in
> the other posting
>
> The (indented) Theta model
> ...- similar to Tillson's IE/2
> ...- forecasting model, NOT trading model
> ..........- can be used as is for forecasting, NOT trading
> ..........- was tested as forecasting model, worked very well
> ..........- was tested as trading model, didn't work at all
> ...- slope can be used for trading
> ..........- linregslope(log(CLOSE),periods)
> ..........- signals a trade when crossing zero line
> ..........- use lengthy period, 30 or above, I suggest 50 or more,
> ............try 30 - 250 for end of day data
>
> Regards
> MG Ferreira
> TsaTsa EOD Programmer and trading model builder
> http://tsatsaeod.ferra4models.com
> http://www.ferra4models.com
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