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This is bullshit. You don't get to praise Aronson's scientific method and then say even though there are "missing aspects" in his tests, we should go with surf's gut that adding in these things wouldn't change the conclusion. Your gut feelings notwithstanding, Aaronson blew the whole point of...

You missed the point. Assuming there's nothing wrong with his methodology, his test results are bogus because the strategies he tested have no bearing on real-world trading. No real trader is always in the market like Aronson's test systems were. What Aronson did was like testing the...

Ahh, surf. Really? I also doubt there is some secret society of high-worth TA traders who independently discovered very profitable TA and magically came together. Why even go there? There are plenty of wealthy traders. Chances are at least some who use TA lie about it to keep others from...

Weak evidence is better than zero evidence, which is precisely what you've provided for your claim that TA never works. We also notice how once again you've ignored the HNS backtest. Par for the course for you. Something shows you're wrong, and you pretend like it didn't happen. The TA that...

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2648292 This link was posted earlier in this thread by another member. If surf was serious about seeking evidence for TA, he would have found it easily. But we've all seen how surf treats facts he finds inconvenient: he ignores them. He's done...

Some TA does work all the time. But why ET mooks think somebody is going to (or worse, is supposed to) just give them such valuable knowledge for the asking (or worse, the demanding) is a great mystery. Or it would be a mystery if mooks weren't always doing stupid shit like expecting something...

If it's hard to test realistic trading systems (long, short, flat), then that doesn't speak well of the usefulness of the Aronson testing methodology. The always-in systems he did test just have no relation to real-world trading, which makes me wonder what was his point? Funny how none of this...

I made the thread to post evidence that Aronson's conclusions don't apply to real traders, because he never tested a system that a real trader would use. Smacking anti-TAers is just a side benefit. If they can't deal with the truth, how is that my problem?

Look at the official link : http://www.evidencebasedta.com/significancetestresultsof6402rules.txt There are no 40 indicators and series. There are only 4 trading rules tested on a single series (SP500). The first rule is designated TT-1-3 to TT-40-205. The second rule is designated TI-1-3...

The anti-TA crowd makes much of the fact that in his book Evidence-Based Technical Analysis, David Aronson ran backtests on an awesome 6400 "trading rules" and found them all wanting. As is often the case, things aren't nearly so cut and dried. First of all, there weren't 6400 different...

These threads are often revelatory. For example, in this thread, we just learned that the much-lauded Aronson testing of "6400 rules" turns out to be a testing of a measly 4 rules under many different parameter sets. That puts an entirely different perspective to the ending of Aronson's book...

Who the fuck are you and wtf makes you think anybody gives a shit about your disapproval of this subject? If you don't like the topic, just hit the back button and stop acting like a little bitch. Grow up.

Stop the insanity. There are only four(!)rules in that bullshit test. The designations are TT-a-b, TI-a-b, D-a-b-c-d and E-a-b-c-d Presumably one of those is the classic price/MA crossover. Looking at MA1/MAx with x varying from 2 to 205 isn't 204 different rules, it's one rule with 204...

For those who don't just dismiss the HNS system out of hand, here are the obvious shortcomings to be dealt with: Buy and Sell have the same triggers. Probably some performance gain from making them different. System appears to be SAR (stop and reverse). Surely that can be improved with a...

1) a properly conducted backtest is hard evidence. 2) he provided the backtest. You have all the info you need to confirm or disprove it.

How is it not hard evidence?

Success is whatever works. Is it the best system? Of course not. Is it one of the best? Probably not. But those looking for anything that works or for those demanding proof, it seems like a good place to start. Maybe it has run out of steam like the Turtle system. Maybe not. No way of...

Did YOU get it? I'm not the one begging for a system or proof of a system. Already got my own. But before cavalierly dismissing HNS's system, at least try it in sim. Might be a pleasant surprise.

FFS why did I even bother to post that link? You lot are all just blithely ignoring it. Well, no help for the willfully ignorant and otherwise oblivious. But at least I tried.

People demand hard evidence. I posted a link to hard evidence. No big deal otherwise.