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To: ED_L who wrote (9743)	7/2/1999 9:52:00 PM
From: Michael Watkins	Respond to of 11149

Ed, I do some back testing within QP for the reasons you suggest, and also in WOW. --- start = -30; finish = -15; for bar = start to finish do // Sorry, I wasn't clear in my post, put your conditional logic, tests, etc in here println... next bar;

To: ED_L who wrote (9743)	7/2/1999 10:10:00 PM
From: Richard Estes	Respond to of 11149

The better way is to test over the full length of data. Where some degree of life cycle can be seen. You do this over a large number of stocks. You must remember the need to get indicators up to speed, put a 200 day MA in test and you need 10 months to past before the indicator produces first point. The method you asked about more applicable to showing activity in the stock than how your system would react to different market cycles. Use all the data you have on as many stocks as you can. Dell was down over 40% while markets made new highs for example. Is there really much correlation with indices?