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Hello Preston,
The Megan Ratio article was in the January issue of Stocks and
Commodities with the Walk Forward Testing article.
The composite signal testing article was in the January issue of
Active Trader Magazine.
I read the Megan Ratio article also. The market conditions filter is a
major factor in testing any system. A good filter really improves
results.
Super
--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
> 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@>
> 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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