I wish I was making 75% up to now :-)
The 75% is the result of my system which is optimized between
2001-2006. Since I'm always trying to improve my system, I don't
necessarily have traded with the system verbatim from 2006/1/1.
Now I am having an issue where as soon as I start using a system its
performance drops :-D but this is a whole another issue so I didn't
mention about it here.
intermilan04
--- In amibroker@yahoogroups.com, "sebastiandanconia"
<[EMAIL PROTECTED]> wrote:
>
> Nope, I just meant that he measured all the other years from
> Jan.1-Jan.1, so he's not comparing apples to apples by looking at YTD
> performance. We're coming into a time of year when there are
> typically major drops followed by major rallies, so if his system
> captures that behavior it could make up for its miserable 75% profit
> up until now.:)
>
> I hear you about real DD's that exceed that of tested methods. That's
> why I think it's so important to understand why a system works, beyond
> simply the fact that it's tested-out well, which could just be a
> mathematical coincidence, a meaningless correlation without any
> cause-and-effect relationship.
>
>
> Luck,
>
> Sebastian
>
> --- In amibroker@yahoogroups.com, "Fred" <ftonetti@> wrote:
> >
> > "So, two things: First, the obvious one, you can't really know that
> > your system has "broken down" until you get the final results on
> > January 1, 2007.:)"
> >
> > Really ? ... You mean there is no point at which real DD's exceed
> > previous experience you wouldn't think that system is broken ?
> >
>
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