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

[ProfLogic]

Quote from Equalizer:

You make the grandiose statements, you need to back them up.

All you have to do is create matching market environments of time and volume and you can see it for yourself.

Oh, I forget. You aren't that smart.

You already proved you are too lazy for any original thought. You are just a mental moronic conformist.

Go stalk someone else. Your attraction to me is uncomfortable and odd.

 

[Equalizer]

Quote from ProfLogic:

blah.. crap... blah

You make the grandiose statements, you need to back them up.
No? I didn't think so dickless.

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

 

[asiaprop]

yes, you are right Mizhael, nothing about trading and investing is easy, and there is no one-size-fits-all solution. You need to dig, and sometimes dig deep to find something most others dont. There is no single parameter or method that works all the time. I am fully and 100% aware that every single of my strategies will stop working at some point in the future. Until then I work hard to develop new ideas, intensively test them, to be able to roll them out when they make it to production.

Quote from mizhael:

Very good points!



However out-of-sample tests performance depend on the period you choose right?

If you pick out-of-sample test period to be 2 yrs. vs. 10 yrs. that's a huge difference in results...

If you pick in-sample test to be the peaceful periods and then use 2008-2010 as out-of-sample test period it can be again a different story.

So the out-of-sample results will vary depending on the length and period you choose.

These two parameters are another level of parameter-searching and curve-fitting... am I right?

(p.s. I am really a newbie still in trial and error stage so I am not sure at all... I am consulting your expertise and experiences on this ... )

 

[ProfLogic]

Quote from Equalizer:

You make the grandiose statements, you need to back them up

And again you can not prove simple physics wrong.

I'm beginning to believe asiaprop that you are nothing but a child.

 

[Equalizer]

Quote from ProfLogic:

snip.. blah, now putting words in others mouths.. typical...snip

You make the grandiose statements, you need to back them up.
No? I didn't think so dickless.

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

 

[ProfLogic]

Quote from Equalizer:

You make the grandiose statements, you need to back them up.

No problem:

Here is the eMini NASDAQ between the EOD of June 3rd, 2010 and the market open June, 9th, 2010.

These are simply identical charts in regards to the amount of data within a 24 hour period of time (midnight to midnight EST). The chart on the left is a constant volume bar chart and the chart on the right is a minute chart. The bars per day (24 hour increment) are close in number but not exact because there are an unequal amount of volume-per-bar in time charts. What is critical is comparing oscillations. What is important is that the two chart ARE NOT the same.

Equalizer is absolutely wrong when stating that it makes no difference between the charts. There is an obvious difference.

The next chart will show the exact same data but this time with my indicator attached. Now it makes no difference whether it is my ERG or your specific indicator, the oscillations and their outcomes are again, obviously different.

 

[ProfLogic]

Here is the same chart with the indicator.

 

[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.

 

[Equalizer]

Quote from ProfLogic:

Here is the same chart with the indicator.

1. calls to be made near real time, hindsight engineering has the obvious drawbacks
2. where is the statistical analysis? Oh right, this method is so good it doesn't require it. We'll just "eye it". LOL.
3. Mechanical Backtest results. 'Nuff said.
4. See point 1.

 

[ProfLogic]

Quote from Equalizer:

1. calls to be made near real time, hindsight engineering has the obvious drawbacks
2. where is the statistical analysis? Oh right, this method is so good it doesn't require it. We'll just "eye it". LOL.
3. Mechanical Backtest results. 'Nuff said.
4. See point 1.

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.