With reference to the above queries, the answers are as follows: Regarding the trade lasting six months or more with multiple slippage and commission: I use the Beta version of TradersStudio. I do "quick testing" without that adjustment, as long as average trades are $400.00 or more which is not an issue. When I do the final testing, I make use of the addslippage function to simulate multiple exits and entry due to rollovers. In the new Professional version, a new function has been added: "the AddSlippage function". This new function allows us to handle multiple slippage adjustment for long trades. In order to tell if a system is robust or not: You need to look at the surface of the optimization space. Please see the link given for more information on the same: System Developers Journal Thread: Revisited
What has happened to Gyles and the rest of the experiment? It was really interesting and very helpful in many ways.
Greetings to you all for the âNew Year 2009â! Sincere apologies for the long delay as I was away due to urgent work at home. I shall continue the experiment by next week or so.