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-----Message d'origine-----
De : Mark Brown <markbrown@xxxxxxxxxxxxx>
À : omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date : lundi 24 mai 1999 18:35
another system developer who was touted by
>omega in magazine ads was seen recently in a news group begging for free
>historical data. does this seem like the behavior of someone who
>consistently makes 260% returns? NO!
>
>MB
>
This MB ranting message gave me an idea, althought my return was 280% this year (may 98 to may 99).
I have seen that data back to 1700 were available somewhere ( they shoud represent the US stock market by approximation).
No, it's not intraday, but daily or maybe weekly.
Unfortunately, I'm unable to find out where to get them.
Is something on this list knowing where to find them ( or having them) ?
The reason is simple:
When presenting the Sirtrade2000 software in Las Vegas, we made the following experience ( public and direct from the computer) .
Train the software using 2 dummy indicators ( slowk(10) and slowk(20) + their first difference
Then apply the system on the following markets:
CAC40 futures 30 min
FTSE 100 futures 30 min
SP500 futures 30 min
DAXfutures 30 min
The systems found were profitable on each market ( true unseen data,more than 20,000 bars).
All displayed Equity curves nicely climbing
I would like to make the same experience with very old data to demeonstrate that simple indicators works when properly used.
This is the keypoint of our research, and we need to prove it.
Most of the technical analysis research has not been conducted with a scientific method when working with indicators.
I know that we are countertrend of the general opinion, but do not care.
Only proofs are what I believe in.
Sincerely,
-Pierre Orphelin
web: http://www.sirtrade.com
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