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>>For this to be a valuable insight, it would be necessary to produce similar results with more than one system. It is possible that phasing the time period for this particular unmentioned system tweaks the systems performance in the same way that adjusting the input parameters would.<<
Agreed. More experiments should be run, as it might be a real, and therefore noteworthy, phenomenon.
>> In addition, the "20 min. out of phase phenomenon", if it exists, is fully taken advantage off with a system based on an interval of 20 or fewer minutes.<<
I disagree. A system trading on hourly bars probably uses different tactics than system on 20-minute bars. Their decision rules and/or parameter settings are not likely to be the same. And even if the rules and settings were exactly the same, they would likely not produce the same trades.
>>To assume anyone can make an appropriate trade decision based on the expected response that "everyone else" is going to have to their trading signals, is introducing a huge degree of subjectivity to the decision process. Anyone who assumes to "Know" is someone soon to be humbled.<<
Agreed. However, that's not at issue here. The system made no assumptions about when the public at large was going to place trades, and no information about the amount of time shift was explicitly used by the rules.
- Mark Jurik
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