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Dear Ernie,
I never consider these "show-offs" but rather sharing successes and
or failures. I hope it walks forward for you. I can not tell you the
number of times I have had faulty walk forwards.
I once thought that I had the ultimate. Backtested and trained on 4
years of back data where it was quite profitable...and a flop in the
walk forward...even the logic still seems sound.
I have recently taken a different approach and trained a system on 3
years back data and then successfully saw it perform on the year
prior with success. Now it is walking forward and we shall see.
Such are the vagaries of system development especially with the S&P.
John
------------------ Reply Separator --------------------
Originally From: Ernie Bonugli <ebonugli@xxxxxxxx>
Subject: Re: [RT] I-Master Mechanical Trading System 2002 S&P 500
Date: 01/05/2003 12:45pm
list,
Let me show off the private system that I am working on? I could not
resist. Time will tell whether the logic its may be curve
fitted to the data?!
Regards,
Ernie
ebonugli@xxxxxxxx
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