|
PureBytes Links
Trading Reference Links
|
bshumake wrote:
> I have developed a purely mechanical trading system that has a fantastic backtest. I am now
> beginning walk-forward testing and invite all of my fellow realtraders to follow along. A track
> record from 1/1/98 to present is included. Trades for the following day will be posted the
> evening before. For testing purposes I am following the following markets: S&P, Dow, Nasdaq, OEX,
> T-Bonds, Canadian Dollar, D Mark, Swiss Franc, J Yen, & British Pound. The information is posted
> to www.our-town.com/~bshumake .Please understand that this website is for realtraders only and is
> for educational purposes only. It is in no intended for use in an advisory capacity. This is so
> realtraders can monitor walk-forward testing only! Any comments will be welcome. Have fun and
> enjoy! All the Best !Bill Shumake
Walk forward is a hoax and a sad one at that. Walk forward means to reoptimize the system on new
data as the new data is available. This is the same type of bull crap that people like Micro Star do
with their products. If you mean to say that you are going to observe the trading signals in real
time without adjusting the parameters in any way what so ever, then I can go along with that.
--
TC
|