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Strategies & Market Trends : TA-Quotes Plus -- Ignore unavailable to you. Want to Upgrade?

To: Craig DeHaan who wrote (8745)2/23/1999 10:43:00 PM
From: Sean W. Smith  Respond to of 11149
 
Craig,

now that you have seen results on one period. you may consider testing other periods of time from which the analysis was not developed nor optimized. You can do this on real or synthetic data. Chande discusses ways of generating synthetic data with excel. Dennis Myers wrote several very interesting articles on Out of sample testing in the last two years in TASC. I have been trying to develop procedures in TF+ to do this sort of thing. I find it quite fascinating..... Thanks for the analysis..

Sean



To: Craig DeHaan who wrote (8745)2/23/1999 10:47:00 PM
From: Bob Jagow  Read Replies (1) | Respond to of 11149
 
Don't know what you mean, Craig, by 'how would out of sample data compare' and am not sure what your #s refer to.
Explain por favor.

I will try to shoehorn it into TF+ any day now ;)

Bob


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