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Given that as described it was written for and tested on some segment
of the bear market would one really expect it to continue to work
when bear becomes bull ? What happens if the bear morphs into bull
tomorrow ? In order to have a clue I suggest you test it on an out
of sample for a couple of years prior to 2000. The "real world" as
you referred to it clearly takes in more then the last 3 years. This
bear won't last forever.
--- In amibroker@xxxxxxxxxxxxxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx>
wrote:
> An interesting ref was at
> http://groups.yahoo.com/group/amibroker/message/33830
> thanks to jnk1997 research.
> Lieutenant Jason Kutsurelis thesis gives many details about the 5-
year training period.
> He does not mention how long was the tested period AFTER the NN
training.
> If NN is to approximate the past, then there are simpler methods.
> I have an excellent oscillator since Jan2000.
> It touches gently the edges of its horizontal channel, when the
main N100 changes occur.
> Sometimes anticipating and, in general, with insignificant lag.
> It gives nice 6/6/0 results with a simple up/down level system.
> Does any body know the future behavior of this fine oscillator ?
> Certainly no !!
> We may only hope to see a repetition, statistics is on our side.
> 2 years later, another statistical project will explain, AFTER THE
REAL FACTS, if the oscillator was good or not.
> We are in the wild world of real trading, not in a university
classroom.
> Dimitris Tsokakis
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