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Whatever "worked best" before, is irrelevant. What will make the difference is
what will work from now on. This quarter, the next, the one thereafter etc.
There is NO way to know what these will be. That means in order to trade
anything confidently, you need to make sure, ANY setting will yield sustainable
caracteristics, because these are the ones you are most likely to encounter.
When there is a lot of dispersion among results usuing different settings, you
must either use several settings together, running the risk of running several
underperforming settings, or look for a more stable system, running there again
several settings, hoping the system remains stable.
I came to that conclusion developing or buying systems, testing and trading
these real time for several thousand signals. It may be a wrong conclusion, but
that is the one my wallet supported...
BTW, any result you get trading real time is pure coincidence, falling somewhere
within the more or less expected ranges of your testing. The only lever you have
are your common sense, your discipline, your risk control, ... and your
intuition which will inevitably show up when trading systematically over a long
time.
Best to all
Gwenn
"Dr. John Cappello" wrote:
> <snip>
>
> The setting parameters one person found best were TS $1125,L 12 L 12 exit 0
> MOC all for 90 min.It works better on long side than short.
>
> <snip> Sincerely,
>
> John
>
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