dingo, One issue is: - Fantastic backtest, relatively poor forward test results
Another issue is: - When I follow my system, I get bad pricing because sometimes stocks gap up due to my order being placed overnight These are two separate issues. Of course, the question is how do you actually follow your own system if following it ends up influencing the market against you. It sounds like a Zen question so I put it aside for now and focus on the first issue. intermilan04 --- In [email protected], "dingo" <[EMAIL PROTECTED]> wrote: > > As far as "this is a whole another issue" - I seriously doubt that's the > case. Sounds like the same general problem to me. > > Download IO.zip and read thru the docs and see if any of that makes sense to > you... > > d > > > -----Original Message----- > > From: [email protected] > > [mailto:[EMAIL PROTECTED] On Behalf Of intermilan04 > > Sent: Wednesday, August 30, 2006 7:32 PM > > To: [email protected] > > Subject: [amibroker] Re: Backtest vs Forwardtest > > > > 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 [email protected], "sebastiandanconia" > > <sebastiandanconia@> 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 [email protected], "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 ? > > > > > > > > > > > > > > > > > > > > > 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 > > > > > > > > > > > > > > > > -- > > No virus found in this incoming message. > > Checked by AVG Free Edition. > > Version: 7.1.405 / Virus Database: 268.11.7/433 - Release > > Date: 8/30/2006 > > > > > 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/
