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I read an interesting article in the Jan issue of Active Trader on
page 22. It talks about testing a composite signal.
Several systems (9 I believe) were tested individually and then
combined into subsets, so a buy required 2, 3, 4, 5 or 6 buy signals
in any combination in order to make the trade.
The results of the test were interesting. Perhaps some members of the
group will want to build upon those results and see what is possible
using this logic. All of the buy signals were generated using simple
trading rules.
In another issue there was an good article on walk forward testing, a
method all system testers should use.
Super
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