Sorry for bad english, was on laptop and not very good in operating that.
Will remember next time. though, I really writes very few post. Anyway thanks
for suggestion.
johnny
www.moneybulls.blogspot.com
----- Original Message ----
From: Howard B <[EMAIL PROTECTED]>
To: amibroker@yahoogroups.com
Sent: Saturday, May 10, 2008 1:56:16 AM
Subject: Re: [amibroker] Re: Jake Bernstein Momentum formula
Greetings all --
Kailash wrote "Well, nothing is for sure here. you see u optimized 10 years
data and there was only 3 conse.. looser trade. Now think u start trading and
those three trades r ur 1st 3 trades. u loose n lost confidence."
First, just a comment on protocol. Please feel free to write out words -- you,
your, are, consecutive, loser, and, and so forth.
Second. If the results of ten years of optimization were in-sample, then there
is no surprise that the real-time results are poor. Only out-of-sample results
have value in terms of predicting future performance.
Either you can test you system on out-of-sample data using good modeling and
simulation technique, or you can let the market test it for you using real
money.
Thanks,
Howard
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