Minor correction in regards to the backtest results in my post above: the optimization period was from Oct 6 2010 to Jan 21 2011. The backtest period is from Oct 6 2010 to Feb 4 2011, so it includes 2 weeks out of sample.
On Sat, Feb 5, 2011 at 10:37 AM, Eugene Kononov <[email protected]>wrote: > For reference purposes, see the attached backtest results for the Defenders > optimized from Oct 6 2010 to Feb 4 2011. When optimizing, you should > probably seek these (or better) results. > > > -- 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.
