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> One problem I had with the trading results I saw in this system was that a
> relatively small percentage of the trades accounted for a relatively large
> percentage of the gains. When I look at shorter term systems with lots and lots
> of trades - I think it's prudent to throw out a handful of best and worst trades
> to eliminate the possibility that the system results aren't simply the result of
> luck (good luck or bad luck). I'm sure there are more mathematically correct way
> to evaluate the results - and perhaps someone who knows more about statistics than
> I do can comment. Robyn
>
I've been on the biostatistics faculty for 30 years and have a degree in
applied math. I happen not to be an advocate of classic statistics, which
makes this set of data + my own posted trading results fodder for an
interesting analysis of won/lost distributions. Probably will take
a week or two to get to it, but I will take a looksee with some novel
tools.
Thanks for the suggestion, Robyn!
> Jim Allen wrote:
>
> > I think you may be assuming facts not in evidence, that this mechanical
> > system is a "piece o crap ola trading system"...
> >
>
>
Cheers,
Rob Lake
rbl@xxxxxxxxxxx
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