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Detailed trade information on recent trades are included on his web site as is a
TradeStation analysis of the system's performance using the cash S&P, albeit
without slippage and/or commissions.
In addition, you may be in error if you are using some combination of advance and
decline numbers. Is that what the original article says?? I haven't referenced
the original as I type this but I recall that his approach may be different.
I also believe that the TS code he uses is fully disclosed at the web site also.
Richard Funkhouser
LScharpen@xxxxxxx wrote:
> In a message dated 11/4/01 2:24:39 PM Pacific Standard Time,
> cslemaker1@xxxxxxxx writes:
>
> << What's more important than precise timing synchronization is performance -
> is there a significant difference between performance of your signals vs.
> Mark's?
>
> Regards,
> Carroll Slemaker >>
>
> Carroll,
>
> I don't have access to the details of what Mark's system has done, in a
> format convenient for easily making a valid and fair comparison. Something
> from Mark, such as the P/L for signals in a specific time period, which I
> could then compare directly to my numbers for the same period, would do the
> job simply and straightforwardly. That still doesn't address what to me is
> the more important question .... are the data for # of advancing and
> declining NYSE issues significantly different from different data sources?
> Other than that, neither he nor anybody else seemed too interested in the
> issue so I'm just getting on with 'life'.
>
> Regards,
>
> Lee Scharpen
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