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That's funny. Interestingly, you're the first one who's come out against the
reoptimization approach, so far. I've received 5 other responses from
people, some very experienced, who feel that it's a valid approach under
certain circumstances.
Like you, I am skeptical. I'm not sure what I'll decide, but I really
appreciate hearing all opinions on this.
One of the most interesting responses I've received is from someone who
feels that this kind of thing is the basis of Neural Nets, and that Neural
Nets have value. I would imagine that Pierre Orphelin has an interesting
opinion on this. I hope he sees this post, but I'll email him if he doesn't.
Ron Hudson MCSD, MCDBA
Tradestation 7 EasyLanguage Specialist
Client-Server Systems, Inc.
Huntington Beach, CA
www.tradingteacher.com
-----Original Message-----
From: DH [mailto:catapult@xxxxxxxxxxxxxxxxxx]
Sent: Wednesday, June 25, 2003 7:37 PM
To: Omega List
Subject: Re: Reoptimization and RevMark System
> "backtesting an ES
> day trading system for more than 4-5 months is futile."
Translation: "I can't design anything that works longer than 4-5 months.
But, not to worry. I'll be glad to sell you some overoptimized crap that
did just swell for a specific short period in the past. Of course it
won't work in the future but I'll be glad to sell you some more crap
that doesn't work after you lose all your money trading this one." :-)
--
Dennis
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