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>Date: Wed, 26 May 1999 12:54:36 -0700
>To: "FXTrader" <forex@xxxxxxxxxxxxxx>
>From: Ullrich Fischer <uf@xxxxxxxxxxxxxxxxxxx>
>Subject: Re: System Analysis
>
>Wouldn't it make sense to test a system over a bunch of different symbols,
>each over the same or different time periods? I was at a TradeStation 101
>seminar a few weeks ago and asked the instructor if there was any way to
>do this in TS2k. He said "why would you want to do that?" I seems to me
>that if you want to test a system that produces relatively few trades over
>longish time periods, one way to get enough trades to be able to evaluate
>the system would be to test it against more that a single symbol.
>
>At 08:21 AM 5/26/99 -0600, you wrote:
>>It is a good practice, when analyzing trading systems, to subtract out the
>>top 5% & the bottom 5% of the all trades. This will help you determine if
>>there is real consistency in the system. The truth will be known then.
>>There also was a article in Omega Magazine a few months back that outlined
>>some great thoughts to keep in mind when building or testing trading
>>systems. Sorry can't recall the issue. Anyone know?
>>
>>Richard Chehovin
Ullrich Fischer
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