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hmmm, regarding only one years tesing, now some think recent price action
is more important than price action going way back, 2,5,10 years, so that
said, if you have a system ,whatever the time scale, is it not best to
optimize whatever inputs etc.on a regular continuation basis to reflect
the more recent history.. (and dare i say, act on the new inputs should
they change.) J.S.D.
.does anybody do this, with success?
At 17:29 11/08/98 -0600, you wrote:
>Assuming you're talking 40 big points (or even "only" 23) ... the biggest
>problem you have is that you can not stand multiple adverse excursions
into your
>capital - I would not for a moment rely on the 2 consecutive losses shown in
>your backtest of only a year's data. Worse yet, your psyche will not likely
>stand for it either - you won't know what fear is until you've lost half your
>capital and then try to pull the trigger on a new trade.
>
>Earl
>
>
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