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Re: PROPOSITION: a thread on system testing



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From: Dennis Holverstott <dennis@xxxxxxxxxx>
>>
Another good area for discussion would be some demonstrations of how
fraudulent vendors can use the built-in trailing stops and profit
targets to make a losing system look like a winner in backtesting. <<

An excellent suggestion.

We could all learn about the limitations of built-in trailing stops and profit 
targets.  Clear examples of how it misleads would be most instructive.

- Mark Jurik