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Re: Why systems work and then don't work...



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Kent Rollins wrote:

<snip>

> 
> (would you buy the title "So You've Got A Dead Chicken and A Futures
> Account, Now What?")).
> 
> Anyway, anyone know more about post hoc analysis or use it to test > viability
> of their systems?


you mean that title's already taken? damn...

Monte

ps- dead cows may be a good answer, by the contract or by the burger


> 
> Kent
> 
> -----Original Message-----
> From: Bilo Selhi <citadel@xxxxxxxxxxxx>
> To: Omega List <omega-list@xxxxxxxxxx>
> Date: Friday, June 30, 2000 5:36 PM
> Subject: Why systems work and then don't work...
> 
> IMHO:
> majority of the systems programmed out there are
> RANDOM or close to it and what makes you
> money is bias or we call it trend plus money management
> if any.
> entries and exits are mainly random.
> 
> what is a random system:
> it's a system where the entries are random
> no matter what timing technique used.
> the parameters used in the system are optimized
> to curve fit the bias/trend. this is usually results
> in more/easier triggers for buy than
> sell signals in up trend and vv. in down trend.
> easier means conditions for buy are loosened
> relative to the sells.