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Re: PROPOSITION: a thread on system testing



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At 10:30 AM -0500 3/16/98, mgj@xxxxxxxxxxxx wrote:

<snip>

>one day from the original time and noticing the effects in the other
>direction.
>
>I'm sure many on this forum have other techniques designed to test for other
>weaknesses in trading systems. So my proposition is this: let's set up a
>thread
>to share these techniques. The sherriff is willing to donate a trading system
>for review so we can discuss methods, run tests and compare results.
>
>This endeavor will benefit members in several ways:
>
>1.  We learn about proper system testing.
>2.  We learn which systems raise alarms.
>3.  Those pondering buying a system will know what questions to ask.
>
>Does this seem reasonable?
>
>- Mark Jurik


I would think that it should be possible to test a system with price test
patterns similar to the ones I used to test your filter. I have quite a few
I use to test my systems. This helps find any irregular behavior,
resonances, etc. Missing dates would stand out like a sore thumb.

I would be interested in working on this if you start a group.

Bob Fulks