Yes, evaluating walk-forward performance has to be done in hindsight. However, that's completely irrelevant for the question if the results were...
About that article by Michael Harris. I did my own analysis with the same setup. Buy on open, both profit target and stop loss 7 % away from...
Nice way of saying that 6 out of 8 became less profitable.
@ bashatrader There is no mentioning of slippage and commission. Besides that... Do you think you would see that page on his website if those...
For illustration purposes, think about a Donchian channel breakout system. Does it make sense to consider any different length parameter a...
I'm surprised you didn't reply to MarkBrown. The functions below are equivalent. C > C(1) C - C(1) > 0 What does that tell us about the...
Are you saying that C > C(1) is not a function and does not involve a mapping operation, like mapping a pair of closing prices to true or false?...
I suggest going with an existing backtesting platform that allows you to set up your own pattern search. It's not that difficult, only making it...
I found that arbitrary and tailored for APS. I questioned why price "patterns" only involve no other than Boolean math operations. You mentioned...
Very nice evasion. Looks like you got called out on your shilling with bogus claims and now want to dive away. Nevermind, you are just a...
I do understand very well that you again try to obfuscate your way out with hiding behind semantics. First it was all about how price action does...
@ intradaybill You did not reply so far. I would still like to clear things up so here is my best guess about the real reason for your claims....
You did not address my main point about your arbitrary assessment. Signal A buy if c > c(1) buy if c > c(2) buy if c > c(3) Signal B buy...
I think your assessment of - what values can be changed "afterwards" and what values cannot and - when to view something as one system...
I agree. Let's say you buy if the close is greater than the previous close. Now you need to determine what the *previous* close is. As said...
I think the OP is asking a tough question. Obviously the goal is to have a strategy that will perform well in live trading. But how do you get...
You can make a difference as a consumer. Boycott China. Avoid buying their cheap crap whenever you can. Many products made in China are...
It seems like most data vendors are simply transmitting the cash index feed of the exchange. For example, in TradeStation there is $SPX.X from...
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