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> > Brings me back to my original question:
> >
> > How valid is a test on a e.g. DAILY S&P chart since inception, i.e. back
> > to 1982 in THESE days - most systems I have seen make more (or loose
> > more) in last 2-3 years than the entire period before. Is a volatility
> > adjustement, i.e. trade MORE ctks in old days when swings and ranges
> > were lots smaller the cure ? or just a workaround (tm OMGA) ?
PO ecrit:
> No workaround in this case.
> Systems of course performs better in terms of net profit these last years.
> I have not tested the intraday system on sp daily (my CC daily SP
> contract ends in 1994). The problem is not here in any case. When
> learning the move, we define them as percent change from a swing point, so
> it's independan,t of the price level.
so, as I assumed, sort of adaptive
> > Would it, for those reasons of changing markets, it be more
> > recommendable to use INTRADAY data as you can have more bars of more
> > recent periods than of EOD stuff (yes, I dont believe in any information
> > of DJII chart from 1920)
> >
> For that reason , yes , but almost because intraday systems are far more
> better than EOD. Working EOD means less trades and less information
> available,
and less noise !!!...not important ? or just a matter of HOW SMALL time frame
to go to...... I know people who say everything beow 60min is noise....
> and one day delay for decision. Only for that, I gave up with EOD systems
thanks
rgds hans
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