With all due respect bwolinsky, I really do think you are way off base and way out of line. If you read and comprehend talon's first post, most of your posts are off topic for this thread. Unfortunately it also disappoints me that talon chose to respond to you in the manner that he has instead of just putting you on ignore. Joe.
He was asking us to do the backtesting. So we could learn how to do it ourselves. The reason we didn't get to step 2 was because this thread turned into a flame war, as per usual on ET. Let's stop pointing fingers here. I'm not going to get into a flame war with you either. I would love for this BS to stop on both sides and to continue this thread. Please just walk away bwolinsky, humor us, let us have this thread to ourselves.
Thank you, Maler. This is what I was looking for. Total PNL was with a fixed position size. Will need to examine later for compounded returns. All the trades checked out. Too bad Talon isn't a programmer, or he would have had this to show us from the start: PNL 535,520 fixed size of $100,000 from 3/28/2003. Now we have something to work with, we can begin analyzing the results.
If the premise was to research and verify trading ideas, these were needed prior to the thread being initiated. As with all trading systems, I have to see a complete tradeslist to say anything about a system. It's impossible without it. The only optimzed variable I think is needed is a range between 15 and 45 days as the time based exit. At least we have positive expectancy. It's a nice surprise. I'm only skeptical till I see proof, and Maler provided it for me. I think the next step is to skip walk forward and optimze the time based exit. I have a mind to obtain daily price quotes for the 121 or so symbols, and starting from the 15th doing a transpose horizontally with yahoo data, and running each symbol for 15 to 45 days out, and see which one gives the highest return. Yeah, that should do it, but I'm not seeing that it is more profitable than my own systems.
Stop. You really can't be that thick! Let it go! You continue to try to make the purpose of this thread your own but it is talon that set the purpose of this thread. What is it that you don't understand about that? It doesn't matter if you don't like the way he is conducting this thread. If this thread's "rules" are not to your liking, start your own thread with your own "rules". Joe.
Joe, anybody that starts a thread, especially one as pretentious as this one, should expect to be grilled on their experience and knowledge. That's just ET. I'm used to a flame war, so that doesn't really bother me, to be honest. I've had years of experience with those, maybe even as much as I have years of trading experience, which is 6 years now.
Read some hershey threads, and see how the candor changed when I obtained his system. Just the same here.
Hi bwolinsky, I understand you are skeptical about other traders. I too am skeptical about the posters I have never met or seen. At the end, it doesn't really matter if they are the real deal or not, because it is impossible to verified. Even if you are convinced that the poster is indeed a successful trader, you really can't tell if he/she is just lucky(average down) or not. Also, there is no way a successful trader would tell us a profitable method, but we can definitely learn their thinking process. Please let talontader finish the thread he started. Thanks! PA
Very Well. I'll come back to this on Friday when I have my day off. I will attempt to optimize the data.