Is that "Chronos Phenomenon"? Was it converted to JBT data with the new parser I wrote, or is there something else now?
I'm trying to dig it up, but the code is spread across 2 computers, and then I got stuck doing taxes, and now my car is failing smog so I am trying to fix it..... you get the idea. On Tue, Jun 8, 2010 at 6:21 PM, nonlinear5 <[email protected]> wrote: > > Anyone can see a trend once it is over. Making a strategy that will > > reliably win is quite a challenge. > > I concur. I've just got additional ES data, courtesy of Manfred > Lerner, JBT contributor. This is the data that my optimized sample > strategies never seen, and as I ran a backtest using this data, all of > my strategies turned into losers. Notably, the "flash crash" on May 6 > was an astronomically profitable day for the same strategies (in the > order of $7K per contract per strategy). I'll include the cumulative > data set in the next release. > > -- > You received this message because you are subscribed to the Google Groups > "JBookTrader" group. > To post to this group, send email to [email protected]. > To unsubscribe from this group, send email to > [email protected]<jbooktrader%[email protected]> > . > For more options, visit this group at > http://groups.google.com/group/jbooktrader?hl=en. > > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
