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Re: MKT - OEX 15 minute - critical time??



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You picked some good periods for stress testing. I would be willing to be
that 90%+ of all systems currently in use would fail such testing. Ditto for
most fund managers and newsletter writers.

Earl

----- Original Message -----
From: <Proffittak@xxxxxxx>
To: <eadamy@xxxxxxxxxx>
Cc: <realtraders@xxxxxxxxxxxx>
Sent: Thursday, September 30, 1999 7:48 AM
Subject: Re: MKT - OEX 15 minute - critical time??


> In a message dated 9/30/99 9:17:26 AM Eastern Daylight Time,
> eadamy@xxxxxxxxxx writes:
>
> << When I was doing a lot of system testing, one of my primary test cases
was
>  the bear market which began in '66. It was an agonizingly slow and choppy
>  decline which slaughtered bulls, bears and almost any system thrown at
it.
>  Those who want an instant bear market to get on the  bull market might
want
>  to dig out some history.
>
>  Earl
>   >>
> YES
> very true
> here is how i test systems
> start 01/11/1973   -  2/13/1980    (dow   only  got back to even!!!!
after 7
> years)
> secound test   08/25/87-07/25/89
> third test   07/16/1990-02/13/91
> commets wellcome
> regards
> Ben