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Strategies & Market Trends : TA-Quotes Plus
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To: Bob Jagow who wrote (8750)2/23/1999 11:46:00 PM
From: Craig DeHaan   of 11149
 
I intended to to edit 'optimized' to random (should have), but that was a (the only) precondition to measuring a postpeak relationship of 66% divergence. No other real optimization here as I see it.

You're right about needing a stop-loss for tuning to reality, but with those 5 criteria measures alone you would assume to sell any at 19% median gain since the 30% avg gain was significantly higher; you'd cut the max avg % production but achieve at least the median result by entering each issue on day -60 and exiting no more than 60 days later, no? The 50/6 win-loss was favorable to the setup assumptions here, and only if other sample backtests sustained similar results. That was my initial point.
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