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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures

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To: Patrick Slevin who wrote (18250)3/11/1999 9:42:00 AM
From: Brian Hornby  Read Replies (1) of 44573
 
Back adjusted to before the out of sample data, Nov 20. In the years before that I don't really care, though it will affect the training somewhat the real test is how it trades. Also the inputs and outputs are all averaged, so the little jumps every 3 months will be smoothed.

Present model is long from 1241 and before that went short at 1285. I am trading some SPY on the signals as well as the futures stuff.
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