[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[RT] Re: No evidence for lower NASDAQ yet



PureBytes Links

Trading Reference Links

--- In realtraders@xxxx, "wavemechanic" <wd78@xxxx> wrote:
> Haytham and Tim:
> 
> I wonder if the statistics are a function of time frame (e.g., 1 
min vs 5 min vs daily).
> 
> Bill

Bill,

The statistics were done on daily bars, the book was praised by:

Perry Kaufman, author of Trading Systems and Methods,
Jerry Sweeney, Interim Editor, Technical Analysis of Stocks  & 
Commodities.
Edward Dobson, President, Traders Press, Inc.
Thomas A. Bierovic, Manager, Strategy Testing & Development, Omega 
Research, Inc.

I did not verify his statistics, I wonder how he did it and whether 
we can find a way to run historic back testing to confirm it.

Haytham


To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxxxxxx

 

Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/