|
PureBytes Links
Trading Reference Links
|
I was thinking more in terms of different stock symbols or options on
stocks -- maybe chosen from the same industry or at least with historically
similar betas. -uf
At 10:25 PM 5/26/99 -0400, you wrote:
>That can be very hard to do. For example - my main SP500 system relies on
>interest rates and NYSE advances/declines. Doubt it would work very well
>(if at
>all) on corn or the DMark. Robyn
>
>Ullrich Fischer wrote:
>
> > >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...
Ullrich Fischer
|