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Non-Tech : OmniTrader-Do you like it???
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To: Frank Heise who wrote (55)9/19/1997
From: Tom Simpson   of 402
 
>3.1 shows about twice the return on my real portfolio than currently
>experienced.

Interesting, but what does it really mean? I would have to guess that your "real portfolio" is defined by a set of specific positions and/or trades you have taken in some time frame. That the 3.1 return is the return you would have had if you had followed 3.1 signals given over the same time frame and security set. Then the question is how you set up 3.1 to provide those signals. They could, for example, be the optimum signals found by optimizing over the whole time frame (backtest signals). Alternatively, they could be the signals produced by parameters set by optimizing during the period prior to the time frame (foretest signals). Alternatively, they could be the signals produced by stepping through the time frame re-optimizing on some interval.

With OT one must always remember that the product is designed to find the most profitable system(s) which would have worked in pre-defined past circumstances. Your mind then jumps to the conclusion that you have indeed found Nirvana which will, of course, continue. That is an assumption which all investors would be wise to test, and which, with some discipline, can be tested.

We'll be interested to hear from you what seems to work prospectively.

Best Regards.....Tom
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