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
