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Hello Gary,
knowing that i trade commodities - i have a low volatility benchmark
of lets say the ed. my high end volatility might be the na futures.
so given this you could create a random number generator that produces
waves of frequency in magnitude sets of 3 to 9 ( the general
acceptance i have personally for financial instrument data " another
story" ) Other ways of doing it can be found
http://www.venus.it/homes/ik2hlb/caos1.htm some vb code is there.
other ways were discussed and code was posted for brown noise on the
old trade lab list. it would be just as likely that you could on
purpose anti curve fit a system so that it would fail to prove your
point and that is what i meant when i said honest. honest with
yourself as a researched and the discipline not to be swayed or
prejudiced by pre conceptions. have a nice day and do come and visit
again when in dallas. mark ps leave the appetite at home else you
buy lunch. ; - )
GF> That's an interesting test, Mark. What kind of random data do you
GF> use? I would think that most good systems are looking for certain
GF> market behaviors, and if you remove those market behaviors, there's
GF> no guarantee the system will break even.
GF> Gary
--
Best regards,
Mark Brown mailto:markbrown@xxxxxxxxxxxxx
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