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Just curious Mike, why do you publish a bunch of straight equity
curves on this page
http://tradingsystemlab.com/tradingsystems.aspx
...where the latest results are all dated 11/16/2007 ?
Are you sure that the equity curve are still straight during the
next really unseen 21 months ?
Then after we could discuss of the benefit of GA to avoid curve
fitting whatever the way you name it).
Before, and according to the statement below, it's NOT serious.
I have worked on trading systems development for 20 years and I have
never seen something like what you explain. Nothing stable could
exist over time.
I have read a lot of people telling the same story ( "I discovered
the philosopher stone, no me first, I got a bigger one"), but never
got the proof of what they said AFTER THE FACTS.
Now I'm somewhat tired of this unfair business.
I will probably write a book on this within one year.
At least, it will not duplicate any written technical analysis book !
There is close to nothing to salvage from this false science.
The latest events from the subprime crisis and sequels should have
been a warning to this financial rotten industry branch ( not the
only one, for sure).
Nope... They still continue like never before.
Enough of that for now.
Rgds
Pierre Orphelin
www.sirtrade.com
-----Message d'origine-----
De : Mike Barna [mailto:mike@xxxxxxxxxxxxxxxxxxxx]
Envoyé : mardi 25 août 2009 03:57
À : David Pyle; omega-list@xxxxxxxxxx
Objet : [english 100%] Re: [english 100%] Genetic Programs and Neurofuzzy
Logic
David:
Please refer to our Demo #1 (01/18/2006) on our web site
under TSL Archives for
a review of Genetic Programs and
how we use them to create
Machine Designed Trading Systems.
We also discuss how we use the algorithm
to protect against curve fitting trading systems
and the significant differences between a
Genetic Algorithm and a Genetic Program.
Sincerely,
Mike Barna
President,
Trading System Lab
"TSL automatically designs Trading Systems
in a few minutes using an L-AIM-GP."
"Software that Creates Trading Systems with no coding"
www.TradingSystemLab.com
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