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RE: Genetic Programs and Neurofuzzy Logic


  • Date: Tue, 25 Aug 2009 05:58:45 +0200
  • From: "Pierre Orphelin" <pierre.orphelin@xxxxxxx>
  • Subject: RE: Genetic Programs and Neurofuzzy Logic

PureBytes Links

Trading Reference Links

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