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Tim
Thanks for the reply.
However, if I had awoke this morning with "brilliant" new breakthrough
idea in trading the SP, to me, the obvious course would be to backtest the
idea or system on my data dating from 1993 when I started trading the SP.
I would then apply it contract thru contract: Applying on the first day
the contract became front month, and finishing the analysis on the last day
it was front month, like yesterday with the June contract. If I had been
trading the new "breakthrough" from 1993, that's how I would have traded it
( and this would be true whether the concept was position or daytrade). BTW,
the start date of 1993 is arbitrary I know, however I was there realtime
then and feel I can only check the accuracy of the method because I can
reference through my diaries to determine what was happening through the
time period. That way, I can make certain assumptions, i.e., if I had taken
a bath in Feb 1994, I could have seen the fact the Fed had taken some
action. Doesn't affect results per se, howver frees me up from the
temptation of further tweaking or optimising.
Regards,
Jim
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