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bob, you've touched on something that's bothered me for a while about
system backtesting. mark brown and others insist the one must use
clean data to test systems. i understand the reasons. but when you
apply the system on dirty real time data. and bang, the system often
falls apart in the real world. so what's the point then?
TJ
just tryin to learn some backtesting basics
---Bob Fulks <bfulks@xxxxxxxxxxxx> wrote:
Make me wonder why you think you need clean data. If the data you get
real-time is "dirty" (and it is), then what good is a trading system
that only works on clean data.
Wouldn't it be more appropriate to have one that works on dirty data
since that is what is available in real-time?
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