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why does everyone want to reinvent the wheel?
----- Original Message -----
From: "John Cappello" <jvc689@xxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Sunday, January 05, 2003 11:42 AM
Subject: [RT] Ernie's System
> 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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