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It's French data. It's supposed to be hairy.
Kent
----- Original Message -----
From: "Brian" <blink64@xxxxxxxxx>
To: "List, Omega" <omega-list@xxxxxxxxxx>
Sent: Monday, November 04, 2002 8:51 PM
Subject: RE: Follow-down
I can see from the graph that your system has been run on data with many bad
prints. All those spikes up in your data -- are affecting your limit
orders. I've seen it myself. Results look great because you're getting
filled at great prices -- too bad those prices never happened. Clean up
your data and rerun your system and results will be 50% less. Show us a
graph and results with good data. In fact if you look closely you can see
fills on the bad bars.
Do you really expect people to take the graph seriously with such bad data?
B.
-----Original Message-----
From: Pierre Orphelin [mailto:sirtrade@xxxxxxxxxx]
Sent: Monday, November 04, 2002 5:02 PM
To: omega-list@xxxxxxxxxx
Subject: RE: Follow-down
> -----Message d'origine-----
> De : ribau@xxxxxxxxxxx [mailto:ribau@xxxxxxxxxxx]
> Envoye : mardi 5 novembre 2002 01:23
> A : omega-list@xxxxxxxxxx
> Objet : Re: Follow-down
>
>
> Mon ami,
>
Mon ami aussi, -non,je deconne, la-
> So, your latest scam is a fund management service, tell us, what are your
> credentials since you don't trade? Is it more lucrative than ripping off
> your fellow Europeans? We need to see a little more info on your "system."
> You must be very rich with an 8,200% return in ten months. ROTFL
This system has been developped recently. It's a very new concept that works
in
trading ranges AND trends, without the usual losing issue ( delay in switch
decision, see attached GIF file)
It's not ripoff at all,and will ripoff none because it is not for sale and
because I'm paid if the system works.
Due to the limit orders used, some of them are not executed ( lack of
liquidity)
so the results have to be decreased downto 20-40 %.
This is not important because winning and losing orders are equally
affected,
and due to the amount of orders per day, missing some is not an issue
unless
you miss 50 in a row.
Please remember that the system will be traded on a portfolio of stocks, so
the
average impact is not important.
I also need to filter out some trades with the 1 min bars, what I'm
currently
doing.
>
> In case you missed it, I'm not alone in these complaints, so why don't you
> put a sock in it and let Mr Peppe respond for himself. What are you, his
> mother?
>
No.
I'm his father.
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