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45-60% depending on DOF and robustness.
-----Original Message-----
From: Henry Amand <omega-list@xxxxxxxxxx>
To: Mike Barna <tsda@xxxxxxx>
Date: Tuesday, August 10, 1999 3:19 AM
Subject: Re: What to expect from a trading system ?
>> What market and what time frame?
>> MB
>
>The dutch market, using index futures for intraday and daytrading.
>
>
>>
>> >Hello, i have a question for you since you have more experience
>> >in this than i have.
>> >
>> >What is the highest percentage i should ask from a system before
>> >i start trading it ? When testing i come to a nice 60% but, being with
>> >optimalisation, and optimalisation is always for the past, that seems
>> >to be a little low. Ofcourse i can imagine if that 60% of the trades
>> >make, say an average of 25 points and the losses make only 5 points
>> >it's a good system.
>> >
>> >But, ofcourse that can go fairly fast to 40% winning and then it is not
>> >that good anymore.
>> >
>> >So what should i expect when backtesting ? and what should i aim for ?
>> >
>> >Thanks in advance,
>> >
>> >Greatings
>> >
>> >Henry Amand
>> >
>> >
>>
>>
>
>
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