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On Saturday, June 02, 2001, 12:33:15 PM, Ira Tunik wrote:
IT> It is not the ones that work best alone, it is what works best together.
Of course. It sounds as though you are still thinking of trades and/or
trade simulations. Let's suppose we can choose between two techniques.
One has a 99% correlation with a price pattern, measured over 30 years
of 15-min data, is 50 times better than chance, and is consistent for
ALL one-year-long data subsets as well - and this is NOT related to
ANY trades or trade simulations. The other technique has MUCH lower
stats in all respects, and is only a bit better than chance. Both
produce similar trade simulation results over a limited data span, but
the poor-stats technique gives slightly better trade results. Which
would you choose?
ztrader
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