My Questions: Are the offered strategies based on the same idea (thresholds of tension/force = balanceVelocity – factor * priceVelocity) or is there an entirely new approach?
Are the 5 Long strategies (or the 6 Short strategies) programmed as the same code with just different parameters? The optimization period (often called the “In Sample” period) was Oct 1, 2010 to Jan 9, 2012, i.e. 15 months. What period is covered by the results shown on the paper "Best-Performing JBookTrader Strategies)? If that is the same period, could you provide a backtest covering just the year 2012 (the “Out of Sample” period) using the optimized parameters from the “In Sample” period? PS: UPS Cablecom of Switzerland is currently investigating the reason why your e-mail did not get through. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To view this discussion on the web visit https://groups.google.com/d/msg/jbooktrader/-/v6XbAxEpUBsJ. 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.
