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Hello Wes,
looking at your figures i can tell you something is wrong. i can see
why about 1 in 1000 people contact me about poor results. i do not
have the time to trouble shoot each individual case of what is wrong.
it could be a zillion things that have to do with data, settings of ts
and even what ts you run it on makes a difference, yes. seeing that
you and a few other have blinders on i sympathize that you are
frustrated. but don't shoot the piano player dude. you numbers are
way off, not saying that's your fault but it's not mine. have you
seen or are you aware of the real time posted trades?
WW> I agree with the principle of having a large in-sample period but
WW> optimizing against it all is not good for robustness. Let us apply
WW> the generality to the specific of OddBall with Walk-forward
WW> testing and principles of robustness.
--
Have a Great Day, Mark
http://www.markbrown.com
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