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Re: Random entries + LeBeau exit = Profitable system



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Mark ~ If you are able/willing, this will be MOST interesting to see the
results of 30 random runs on same data !!

cheers

-----Original Message-----
From: Hugh Wilson <hw@xxxxxxxxxxxxxx>
To: Omega List Posts <omega-list@xxxxxxxxxx>
Date: 02, November 1998 1:45 PM
Subject: Re: Random entries + LeBeau exit = Profitable system


>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.
>