Systematic Performance Stats

Discussion in 'Strategy Building' started by gjmason, Jun 21, 2002.

  1. gjmason

    gjmason

    if its not a tradeable system...then please post the code.
    thank you
     
    #71     Jul 19, 2002
  2. tah

    tah

    Hello,

    I would like to see a longer term test done as well. I think you are on to something here with your new revised posted system, but it really needs to be tested over a longer period of market conditions. I would appreciate if you could run a long term test and post the results. Thanks for your help.

    tah

    <
    07-14-02 11:32 PM

    defina could you plz test the abovementioned system against a longer time period (say 1 year or test it separately for different months) and post the results. I would like to see how performance varies depending on "market conditions".
     
    #72     Jul 20, 2002