Trendfollowers: When oh when are we going to start making some $$$?

Quote from ProfLogic:

I waited to post the next chart and information until I got, what I predicted would follow. A typical ignorant response.

Here are the reuslts of the data set with actual real time trade triggers and exits. This is a black box programmed to trigger on my objective set of rules. This particular chart set up; begins plotting trades at 00:01 am EST each day, stops plotting trades at 16:05 pm EST each trading day and exits all positions at 16:10 pm EST day. These times are fully adjustable.

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Looks good to me ProfLogic.

Would you mind writing out the system logic and I am interested in backtesting it in Matlab and (if possible) trading it for you...
 
Quote from ProfLogic:

more hindsight trading
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1. calls to be made near real time, hindsight engineering has the obvious drawbacks
2. See point 1.
3. See point 1.
4. See point 1.
 
Quote from mizhael:


Would you mind writing out the system logic and I am interested in backtesting it in Matlab and (if possible) trading it for you...
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This will be good! :D
 
Quote from Equalizer:

1. calls to be made near real time, hindsight engineering has the obvious drawbacks
2. See point 1.
3. See point 1.
4. See point 1.
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Print the report and shove it where the sun don't shine.
Those trades were executed by the computer

in REAL TIME.
 
Quote from ProfLogic:

Print the report and shove it where the sun don't shine.
Those trades were executed by the computer

in REAL TIME.
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LOL, them buttons are well and truly pushed.

Good luck convincing anyone with your hindsight engineering, you will need it !

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Why is it that when I hear "FrothLogic" I think of the words "Pathological Liar, Charlatan, Clown, Fraud, Crook, BS artist..."? I wonder?
 
Quote from ProfLogic:

Here is the Back-Testing Strategy Proformance report from January 18, 2010.
It is an xlsx file zipped.
Let me tell you that the proformance has gotten better since this report.
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Hi ProfLogic,

Looks good...

May I ask why the Calmar ratio is only 1.26984E-06?
 
Quote from Equalizer:

Good luck convincing anyone with your hindsight engineering, you will need it !
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I need to convince no one of anything they can not validate for themselves.

What don't you have the ability to unzip the folder? What you don't have Excel or Open Office? What you can't read a spreadsheet? You asked for this information, what's your problem now moron?
 
Quote from Ash1972:

Out of sample testing? Let's suppose you have thirty years' daily data for a particular asset. Using any combination of 2, 5 and 10 year subsets, you can "prove" that the market mean reverts.

THEN from years 31 to 35, it starts trending.. bigtime. You can't predict this, but when/if it happens it messes up all your backtesting.

Varying your sample data isn't enough. You need to build in robustness by deciding to treat every market exactly the same.
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Of course everything is probabilistic, there is no guarantee that years 31 to 35 should be the same as the previous years...

Why do we need to "build in robustness by deciding to treat every market exactly the same. "

for every market exactly the same?

It's impossible to have one size fitting all, right?

The securities can have very different fundamentals, why should they behave exactly the same?
 
Quote from ProfLogic:

I need to convince no one of anything they can not validate for themselves.

What don't you have the ability to unzip the folder? What you don't have Excel or Open Office? What you can't read a spreadsheet? You asked for this information, what's your problem now moron?
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LOL, you're even stupider than I thought. Let me guess, you once were a used car salesman? :D :p :D

Why is it that when I hear "FrothLogic" I think of the words "Pathological Liar, Charlatan, Clown, Fraud, Crook, BS artist..."? I wonder?
 
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