Recent content by impex

Those are fitness functions, but no comparison to the underlying market. A strategy can have a good value in a fitness function and still be worse than a simple strategy on the same market.

What I'm looking for, is an objective measure, to which you can compare the performance of your strategy to. If e.g. simple buy-and-hold would perform better, there would be no need for a sophisticated strategy. This is, what I can think of: a) daily returns for the market for the whole time b)...

Hello, what would you use to compare the performance of your strategy to? I can think of those: a) daily returns for the market for the whole time b) daily returns while in the trade c) buy the market, always in the market (length similar to your trade length) d) returns of some generic...

it's still sold for full price despite being outdated. Maybe someone has some used copies.

I’m looking for older, outdated issues of Larry Williams Commodity Timing (before 2007). Does anybody have some of those and likes to share/sell them? :)