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: Jim, what do you mean?
Hm,
You had to ask.
Let's say you are a trader in alcohol and Beverages(alcohol) stocks. You
would want to
know about everything that has an impact on the pricing of it and the
associated stocks in Beverages(alcoholic). So you do a little
research that points out the well known fact that college men like to drink
and howl at the moon. A little further research substantiates this fact with
alcohol consumption figures ending with the week of the full moon showing a
substantial increase. For this reason you would want to have conditional
statements that vary based
upon the phase of the moon. This would be one factor that you would add to
other conditionals that might determine your buy and sell points. In other
words you would want to be sure that you didn't short alcohol on the week of
the full moon.
For this reason you would develop a system that would incorporate the lunar
cycle(which could be accomplished with the code posted recently) with
perhaps a data2 with longer bars and a data1 that is at a tick level. This
creates a system that could be most aptly named the Luna-tick System. After
using it for a number of months you would be convinced that certainly anyone
not familiar with this process and using it is certainly a lunatic.
hope it is clear now.
Jim Bronke
Phoenix, AZ
----- Original Message -----
From: "Happymike" <happymike@xxxxxxxx>
To: "Jim Bronke" <jvbronke@xxxxxxxx>; "David Folster" <mr_bond@xxxxxxxxx>;
<omega-list@xxxxxxxxxx>
Sent: Tuesday, January 15, 2002 8:21 AM
Subject: Re: Walk forward optimization
: Jim, what do you mean?
:
: ----- Original Message -----
: From: "Jim Bronke" <jvbronke@xxxxxxxx>
: To: "David Folster" <mr_bond@xxxxxxxxx>; <omega-list@xxxxxxxxxx>
: Sent: Monday, January 14, 2002 12:22 AM
: Subject: Re: Walk forward optimization
:
:
: > It is better to include new relationships than to walk forward old ones:
: >
: > Jim Bronke
: > Phoenix, AZ
: >
: >
: >
: > ----- Original Message -----
: > From: "David Folster" <mr_bond@xxxxxxxxx>
: > To: <omega-list@xxxxxxxxxx>
: > Sent: Sunday, January 13, 2002 9:06 PM
: > Subject: Walk forward optimization
: >
: >
: > : Anyone have an opinion, good or bad, on walk forward optimization?
: > :
: > : Thanks,
: > :
: > : David
: > :
: > :
: >
: >
: >
:
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