Fred. I would think you could optimize a discretionary system the same way you'd optimize any other system. Determine the parameters that you are using to enter and exit, and then try modifying them and see what happens.
----- Original Message ----- From: "Fred" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Thursday, March 09, 2006 2:52 PM Subject: [amibroker] Re: Short system advice? > Given that over a long period of time that markets are up about > twice as frequently as they are down, I don't find this to be real > surprising. > > Keep in mind when writing systems that: > > 1. Short's don't have to be symetrical with buys ... > 2. It's not a horrible idea to have periods when one is flat as > well as long and short i.e. a reason to exit a long position is not > necessarily a reason to enter a short position. > > Question: How does one objectively backtest/optimize a discretionary > system ? > > --- In [email protected], "Brian" <[EMAIL PROTECTED]> wrote: >> >> I have some nice, well-tested long systems in place. I was > surprised >> when testing my discretionary systems, to find that none of my > short >> signals performed nearly as well as the long signals, in the >> optimization/backtest/monte carlo simulations. >> >> Is this common? >> >> In addition, I am looking for some ideas around what indicators to > use >> as the foundation for building an adequate short system. Any > ideas? I >> did some searches on previous messages here, and did not find > anything >> of value. General rules of thumb, and bits of experiential wisdom, > are >> also welcome -- as they apply to short systems. >> >> Thanks in advance, >> >> Brian >> > > > > > > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For other support material please check also: > http://www.amibroker.com/support.html > > > Yahoo! Groups Links > > > > > > > ------------------------ Yahoo! Groups Sponsor --------------------~--> Try Online Currency Trading with GFT. Free 50K Demo. Trade 24 Hours. Commission-Free. http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM --------------------------------------------------------------------~-> Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
