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Robert Hodge brought up a significant issue when he pointed out:
> While I am a long term trading kind of guy one thing does upset me when I
> see results for simple long term systems like channel breakout and
> aberration: people tend to choose the "usual suspects" (currencies,
energy,
> interest rates) to test their ideas on. (etc.)
Robert, ignoring the S&P, which contracts would you like to see the
system tested against? Grains? Meats? Once you get out of the
standard test subjects, it's easy to run out of contracts with open
interests
big enough to be comfortable trading.
There's also the argument that it's kind of futile testing a trend following
system on markets that you already know don't tend to trend. Do you
see any validity in using trend following for some markets and different
methods on others, based on the market's historical character?
Owen Davies
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