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For what it's worth, quite some time ago I did an extended experiment with
the realtime version of OmniTrader.
I created a custom profile based on some sytems I had put together in TS,
let it rip on 11,000 bars of backtesting and 1000 bars of forward testing on
a basket of 30 active stocks. It would only reoptimize every subsequent 1000
bars.
Bottom line: no one stock would remain at the top of the "sort list" based
on forward testing Hit Rate or Profit % (or any other forward or backward
measure for that matter) for any stable or predictable amount of time.
JNPR would be good for perhaps 2 weeks, then crash and burn... CIEN would
repeat the pattern for 4 days, then AMCC would blow up immediately, and on
and on. High results in the OOS test had no reliable predictive quality
whatsoever.
Think it's beyond a dead issue.
Best regards,
Gene Pope
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