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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?


To: Patrick Slevin who wrote (16920)2/28/1999 5:14:00 AM
From: Lee Lichterman III  Read Replies (1) | Respond to of 44573
 
*OT* Since we are probably the only people up right now thought I would ask you about your system tester. I have had a problem with mine. It enters trades and when it should show a doubling of cash it instead spits out a loss. I can't find where it is goofing up and also my tester starts from the beginning of the data and I can't find the time frame option to set it to more recent history. I am using MetaStock which appeared the same as yours except I cant adjust my start stop time frame like yours showed.

Lee



To: Patrick Slevin who wrote (16920)3/1/1999 8:28:00 AM
From: Brian Hornby  Read Replies (1) | Respond to of 44573
 
Thanks. I recommend you do just pre- out of sample optimization, as there are many more samples in the pre data and so you get perhaps a more global optimization, and because post optimization skews the data, you are not really getting a fair "blind" test of the system.

In my system I don't use any ratios like the web models, I played with those transforms and they didn't seem to add anything but use up my inputs..