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I tried using a standard AMA recently to do exactly that, but was not able,
myself anyway, to make it work better. What might come out of it is that
Oddball may work over a longer period of time??!!?? Backtesting for me
beyond 2000 shows Oddball result were just break even! nothing like what has
been seen since!
That was my results anyway!
Dennis Todd
-----Original Message-----
From: Jim Johnson [mailto:jejohn@xxxxxxxxxxx]
Sent: Monday, June 03, 2002 10:35 AM
To: omega-list@xxxxxxxxxx; LaciG
Cc: Mark Brown
Subject: Re: MB's AAMA vs OddBall, any comments?
Hello LaciG,
don't know why no discussion but could be that it is apparently date
protected--will expire at end of June unless Mark gives additional
passwords. I don't know how much effort to put into it.
My very preliminary try of the system was not encouraging.
it appears Mark is suggesting that smoothing the Advancing issues
stream will give a better or acceptable signal. Christian Stremiz (?)
contributed a similar idea a few months ago using some sort of signal
processing approach. His system didn't seem to do as well as some
others (BobR's for example).
Best regards,
Jim Johnson mailto:jejohn@xxxxxxxxxxx
--
Monday, June 3, 2002, 11:23:24 AM, you wrote:
L> First off we should thank Mark for contributing OddBall and AAMA. If
L> nothing else it made me think
L> in new ways in systems (mechanical) trading.
L> I am surprised that since MB contributed his AAMA there's been no
L> discussion of it.
L> Are there no reactions at all? Is it going on somewhere else besides
L> this list?
L> So far, from what I could see (with limited amount of data) OddBall is
L> the more profitable one.
L> Am I right, or am I doing something wrong?
L> Any reactions from anyone???????????
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