Predicting is ***Unavoidable***

Quote from Trader666:

I hate to break it to you but a backtest with only 111 trades of a system with as many ADDITIONAL conditions as you've added (see link below that YOU gave me) is WORTHLESS.
http://www.elitetrader.com/vb/showthread.php?s=&postid=593276&#post593276

The forward test of the last 2 years or so, did not agree with your bactest results. Do you want to take a guess as to which EQ curve it did agree with? Do you want to guess what conditions it used??? Here's a hint... The EQ curve of the forward tes was positive and in several cases, the 2 year forward test results were better than the positive EQ curve of the backtest using portfolios with conditions recommended by the original author of both the document and wealthlab code you used.
 
Put it this way if a trader had the experience or the promised tool from spydy to avoid chop, I suspect attempting to put trendline frame work over index movement might work if you are displined and get filled. However, this would be on longer term charts.

But, that is the very trick of trading. Distinguishing the times when your framework works from when it doesn't.

So far I have seen nothing of any edge value from any Hershey dude.

If spydertrader really has a chop tool which allow us to know ahead of time when we can buy pullbacks vs when we fade thrusts, I will name my mansion after him.
 
Go back and and think hard... it obviously went over your head.

Quote from cnms2:

So this is the way your logic works ...
You ask if you're a loser, I reply "yep", and you conclude ...
I've touched a cord: you new it ...
 
I've already answered this here:
http://www.elitetrader.com/vb/showthread.php?s=&postid=1404113#post1404113
Quote from makosgu:

The forward test of the last 2 years or so, did not agree with your bactest results. Do you want to take a guess as to which EQ curve it did agree with? Do you want to guess what conditions it used??? Here's a hint... The EQ curve of the forward tes was positive and in several cases, the 2 year forward test results were better than the positive EQ curve of the backtest using portfolios with conditions recommended by the original author of both the document and wealthlab code you used.
 
Quote from Trader666:

I've already answered this here:
http://www.elitetrader.com/vb/showthread.php?s=&postid=1404113#post1404113
Scroll down mon ami... DOWN as in your backtest EQ curve!
Quote from makosgu:

LOL... The forward test went both ways mon ami (ie. no bias). That means you go long on the 0->7 and short on the 3->4... Having conditions like high octane stocks do well regardless of the market type... Call it a "conditional edge" if you will that works in all market conditions.
 
Quote from Spydertrader:

How soon you forget that which you witnessed with your own eyes and posted to your own thread.

- Spydertrader


spy, im not being sarcastic.

thats one of the best, most succinct and powerful statements i have ever read regarding trading

surf
 
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