Paul, without getting into anything proprietary, could you share some of your methodology for in/out of sample testing? I know you've touched on this before with respect to testing EMAs. I'm more interested in your general approach to robust system testing.
GGT Forum Manager
Yes. I'll write something up -- and I'll try to get it done next week since I'm home and have a bit more freedom. Backtesting correctly is a big issue and I think it's important to do it correctly (or at least, my *view* of correctness <grin>).Originally Posted by EB
As an aside, I had dinner last night with several GGT/EV/HGSI followers and this topic came up there too, so it will be good to document some of that discussion with examples.
Regards,
pgd
Posting Permissions
Reply With Quote