Is data mining for trading patterns impossible?

Discussion in 'Data Sets and Feeds' started by bulat, Mar 18, 2005.

  1. Keifer

    Keifer

    I have been following Acrary's posts, which are excellent,
    Could someone help me define the "edge test", From what I have read you take your net profit for longs and shorts separately and compare them to the net profits of random trades on same futures. For the random trades Acrary used the same time of day and same length of the trade, just on random days.

    How would I setup random trades......
    I trade with an entry at price crossing a moving average on 15 min time frame using profit exits and stop loss, the trades can last from 20 minutes to 3 days. About 75 trades a year.
    How would I do random trades on my system to perform the edge test?:confused:
     
    #91     Jun 6, 2005