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.
LeviF
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by LeviF » Wed Mar 26, 2008 4:46 pm
Which stepped value would you use for trading?
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steppedparametergraph_p0.jpg (108.58 KiB) Viewed 6920 times
sluggo
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by sluggo » Wed Mar 26, 2008 5:39 pm
Pages 164-172 of Way Of The Turtle may prove helpful.
LeviF
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by LeviF » Wed Mar 26, 2008 8:15 pm
i've read and follow it. this is more of a poll...
LeviF
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by LeviF » Thu Mar 27, 2008 6:41 am
heres the same graph, with a wider range of values.
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steppedparametergraph_p1.jpg (121.6 KiB) Viewed 6867 times
LeviF
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by LeviF » Thu Mar 27, 2008 10:33 pm
Here, how about this one?
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steppedparametergraph_p3.jpg (146.85 KiB) Viewed 6811 times
LeviF
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by LeviF » Thu Mar 27, 2008 10:40 pm
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 (132.86 KiB) Viewed 6808 times
LeviF
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by LeviF » Fri Mar 28, 2008 12:49 pm
No one has any comments about my charts?
Turtle40
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by Turtle40 » Fri Mar 28, 2008 1:36 pm
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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by LeviF » Fri Mar 28, 2008 1:48 pm
His graphs are a lot smoother than mine though!