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Yes! George that's what I meant ( and obviously should have said ). I'm
just "paper trading" it to see what happens. No optimization or any of that
other stuff. Just plain old hypothetical trading. Let's see what happens.
Thanks for your comments George.
All the Best !
Bill Shumake
-----Original Message-----
From: George Moldenhauer <blackdiamond@xxxxxxxxxxxx>
To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
Date: Tuesday, July 07, 1998 4:51 PM
Subject: Re: Mechnical Trading System Walk-forward Test
>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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