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Re: Random entries + LeBeau exit = Profitable system


  • To: "Omega List Posts" <omega-list@xxxxxxxxxx>
  • Subject: Re: Random entries + LeBeau exit = Profitable system
  • From: "Hugh Wilson" <hw@xxxxxxxxxxxxxx>
  • Date: Mon, 2 Nov 1998 07:02:23 -0400 (EST)

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Doug Deming wrote
> 
> Interesting, I would suggest you run the unaltered code over the same
data a
> total of 30 runs and accumulate the results. This will help to show you
the
> "true" range in system performance to expect. I'd love to hear the
results.
> 

I would second this suggestion.

Any random systems I have tried (although not this one) have invariably had
incredibly large variations in results on separate runs, from accumulating
all the money in the world in short order, to needing it all to cover the
losses.

So I would like to see the results of the best and worst runs, as well as
the average, and would be grateful if Mark could oblige.

This is no reflection on Chuck's Chandelier Exit, which I think makes a lot
of sense.

Hugh.