I think this is an important point. If you have your setting set to use ONLY historical data, then the data should be constant, and also the signals. But, if you have settings such that delayed data is also included giving a variable current day bar, then signals will change.
_____________ Rik Rasmussen On Fri, Apr 23, 2010 at 12:57 AM, tzsuj <[email protected]> wrote: > Thnaks for the info Rob. I will try a test with a static set of BCI > parameters. > > I am using the standard Best Charts data source which I assume is Yahoo. > I've done a few cursory checks but all seems to be OK so far. Note that > I'm just using end of day data - maybe this is a bit more reliable. > > Is there any specific reason for you not using the BCI indicator ? In all > the backtesting optimisations so far, over all stocks, the BCI is by far the > best indicator (total % gain and probably average % gain/trade). This is > why is chose to do the exercise on BCI. > > Are you comfortable with disclosing your typical annualised returns for > trades based on the Best Charts software ? My interest arises from the very > high returns that the optimisation process gives (say >70% pa) and was > wondering if anyone actually gets this in practice, in a forward trading > scenario. I haven't had any specific answers to this question yet..... > > > Paul > > > > --- In [email protected], "ah_pigsy" <rya29...@...> wrote: > > > > I personally don't use BCI, but if you're worried about the data it's > returning I'd be going back and looking at the data source. Remember if > you're importing data intraday the results will vary and because the > algorithm for BCI is unknown you can't verify it. > > Speaking of data Yahoo data is useless IMO, so I use Quotetracker through > a Commsec account to get live datafeed into Best Charts. Anyway that's > beside the point. > > I'm currently assessing the MFI indicator as to whether it can generate > some early buy signals (basically when the current value bottoms out) > compared to the optimized signal it's giving. > > As far as the optimisation question goes, I personally don't do it daily. > If I see that the otimisation has created a good set I will try and use them > as long as possible. > > Rob > > > > > > > ------------------------------------ > > Yahoo! Groups Links > > > >
