Bill, >From my experience if a trading system stops working it is because it was one that was seasonal in terms of the market patterns. When I build my systems there are three things I look for ......structure, trend and signal.
About a week ago a friend sent me a chart of his signal in the spx..... divergence in both two of the indicators he likes. At that time ( the es had just gone below and above 988) He also had what I call structure and the obvious multi day trend was up. He made a few points on the trade as we can now see with perfect 20/20 hind sight. What I call structure ......is hard to completely explain here....usually takes a day or two. What I can suggest, where Amibroker will actually help...........if you are testing out a daily or intra day system be sure to go back at least 10 years to catch a prior bull and bear market. If you are testing am weekly or monthly theory, if you can go back 75 years. What I use was used by Roger Babson prior too 1930. This may appear to be very burdensome, however as I write this there are 2 men painting my bedroom and they went to extraordinary lengths to prep the area before painting because they know that it will save them 2-5 times the time spent on clean up on the back end. Regards, Ron Jaenisch
