Booms, Busts, and Recoveries Message Board

STOCKTALK

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Strategies & Market Trends : Booms, Busts, and Recoveries

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To: shades who wrote (62481)	4/22/2005 3:55:55 PM
From: Moominoid	Read Replies (1) of 74559

People do back-testing of TA systems to see what works. Most simple ideas I come up with don't beat the market. I don't have the programming skills to know how to do that for the more sophisticated things I use. I tried it with one indicator by bascially regressing changes in stock prices on the indicator and its rate of change etc. and it worked for a while and then broke down. So I have gone back to my artisan approach. I don't have the knowledge of how to do neural networks, pattern recognition etc. The key thing is the information is very subtle. Stock data over longish time frames is very well approximated by a random walk with maybe a couple of key cycles (which everyone is aware of). But there are really fractals and fractional integration and a bunch of stuff going on in the data. If someone was an expert in constructing such a system maybe I could work with them....

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