|
PureBytes Links
Trading Reference Links
|
Mark,
I realized that I risked your wrath and a visit to my doctor by giving
my advise to Sarb, however, I VERY RESPECTFULY disagree with
you and stand by my no's which come from MY positive experience.
BTW, 5 years of data for daytrading would mean something like
1200 to 5000 trades, in MHO totally unnecessary and also to some
extent meaningless considering the fact that markets change all the
time and a daytrading system must be, from time to time, adjusted or
redesigned. 5 years ago, Emini was different than it is now and will be
certainly different again in less than 5 years.
My response to Sarb certainly did not exhaust the subject. Evaluation
of the testing results would play an important role; it can be added
that such procedure would allow trading the system for some time with
limited exposure, etc., etc., - too broad a subject to go into in a brief
response.
Jan Philipp
----- Original Message -----
From: "Mark Brown" <markbrown@xxxxxxxxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Sunday, July 08, 2001 5:44 PM
Subject: Re: S&P Emini Trading System
> Hello Sarb,
>
> SG> I would like to know if five months of data is long enough to
> SG> develop a robust trading system.
> SG> I will greatly appreciate your feedback.
>
> my opinion is that 5 years would not be enough data let alone 5
> months, trad will love you clearing business when they get up and
> running. your just the kind of customer they are looking for.
>
> excuse me but someone needs to wake you, before your money has walked
> off while you sleep. ask the doctor, he'll tell ya.
>
> SG> Thanks,
>
> SG> Sarb
>
>
>
> --
>
> Have a Great Day, Mark
>
> http://www.markbrown.com
>
>
|