It is ? ... MCS is nothing more then a trade order randomizer ... It tells you nothing about how the system is likely to perform OUT of sample ...
Look at the prescribed testing procedure ... a. COMPLETE SINGLE BULL-BEAR CYCLES i. In Sample = 4/1/2002 - 2/1/2004 ii. In Sample = 11/1/1998 - 10/1/2001 b. ULTRA-BEAR CYCLES i. In Sample = 10/1/2000 - 10/1/2002 c. ULTRA-BULL CYCLES i. In Sample = 1/1/1996 - 4/1/2000 ii. In Sample = 4/1/2003 - 2/1/2006 Notice that by definition they are all IN sample ... --- In [email protected], "pmxgs" <[EMAIL PROTECTED]> wrote: > > Hi, > > can someone give an hint on how to access the P&L of previously > closed positions? > For example, I have a buy signal but I will only trade that signal if > the last position ended with a profit > 3%. > This might be easy, but I'm just starting to learn AFL. > > thanks >
