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TC
Yes, that is what I mean. To observe the signals in real time without
changing anything about the system. In other words, it lives or dies by its
results. Also I agree with you on optimization, I think it is a fast track
to going broke. ( there may be exception I don't know about of course )
This system is mechanical without any optimization, it's premise is based on
logic and not curve fitting. Thanks for your input, let's see what
happens.
All the Best!
Bill Shumake
-----Original Message-----
From: CIR <ResearchDepartment@xxxxxxxxxxxxxx>
To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
Date: Tuesday, July 07, 1998 2:10 PM
Subject: Re: Mechnical Trading System Walk-forward Test
>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
>
>
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