Which stepped value would you use for trading?

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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LeviF
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Which stepped value would you use for trading?

Post by LeviF »

Which stepped value would you use for trading?
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steppedparametergraph_p0.jpg
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sluggo
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Post by sluggo »

Pages 164-172 of Way Of The Turtle may prove helpful.
LeviF
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Post by LeviF »

i've read and follow it. this is more of a poll...
LeviF
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Post by LeviF »

heres the same graph, with a wider range of values.
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steppedparametergraph_p1.jpg
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LeviF
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Post by LeviF »

Here, how about this one?
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steppedparametergraph_p3.jpg
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LeviF
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Post by LeviF »

Here's the same run, zoomed in on a portion. It doesn't look as dramatic as the above one which poses another issue i guess.
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steppedparametergraph_p4.jpg
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LeviF
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Post by LeviF »

No one has any comments about my charts? :-(
Turtle40
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Post by Turtle40 »

Probably most people here have read WOTT where he makes the point that (using your graph above):
"...parameter 29 represents a better value to trade but one where the future actual trading results probably will be worse than that indicated by historical test."
Quote from p170
LeviF
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Post by LeviF »

His graphs are a lot smoother than mine though!
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