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Super,
The article was titled the Megan Ratio. I thought it was interesting
that they decided not to trade from April to July...effect of a
filter.
These were not exotic systems. As a matter of fact they were just
moving averages and higher highs.
Another interesting article was the one on page 36 titled Join The
Band.
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, superfragalist <no_reply@xxx>
wrote:
>
> I read an interesting article in the Jan issue of Active Trader on
> page 22. It talks about testing a composite signal.
>
> Several systems (9 I believe) were tested individually and then
> combined into subsets, so a buy required 2, 3, 4, 5 or 6 buy signals
> in any combination in order to make the trade.
>
> The results of the test were interesting. Perhaps some members of
the
> group will want to build upon those results and see what is possible
> using this logic. All of the buy signals were generated using simple
> trading rules.
>
> In another issue there was an good article on walk forward testing,
a
> method all system testers should use.
>
> Super
>
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