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Drew,
Just thought I would check in. How are things going?
Best,
Whitney
--- In amibroker@xxxxxxxxxxxxxxx, "thomasdrewyallop" <drewyallop@xxx>
wrote:
>
> Hello all,
>
> I have been working on the MCP technique described in Aronson's book
> for some time now. I have just completed conversion of the C++ code on
> the web site to C# plus some associated utlities to massage AB data
> into the required format yet. No test yet; I will update under this
> thread.
>
> A few words on the theoretical underpinnings. There has been new
> information since the book was published and the code written. I
> believe an update is in the works. Also you need to be cautious when
> running MCP on IS data. This is only valid under certain conditions.
> Otherwise you must run OOS. I had an email from Aronson explaining all
> this but can't find it. You might want to contact David directly - a
> good guy and willing to talk with readers.
>
> Finally, I would not reject walk forward. A very useful technique
> despite Aronson's reservations. Well integrated with AB too via Fred
> Tonetti's IO add-in.
>
> Best regards,
>
> Drew Yallop
>
> p.s. just remebered that there is discussion on MCP as a possible
> future addition to AB. Look in the AB suggestions section of the web
site.
>
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