O.k.
I have been building system test after system test,
trying several different combinations of indicators. Since I use EOD data I
have given up on getting accurate exit values. I get a bunch of high losses which I attribute to the EOD data not exiting until
the close.
I assume the object of a system test is to
have more winning trades than loosing ones? I have resorted to adding one
optimization so I can look at the overall system performance on a total $$
basis. The only problem with this is that with the exits being what they are, my
losses are humongous. I have been trying to find a system that is better than
50/50 but have yet to stumble on anything that yields more winners than
losers.
How do others go about analyzing system tester
results?
Thanks, Scott
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