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CIR wrote:
>
> 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
I guess we all have a different deffinition of walk forward. It sounds
to me like he is going to forward monitor and not back test where he can
"cut the pattern to fit the cloth"...still a HYPO track record but we
can watch as the system gives buys and sells...that is for anyone that
cres to.
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