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> 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?
The new TS2000i system report (using Rina Systems methodology) excludes
"outlier" trades that are greater than 3 standard deviations from the mean,
I believe. I'd say this new system report is one of the better features of
TS2000.
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