DMUNCASTER
34 posts
msg #115356
- Ignore DMUNCASTER |
9/13/2013 1:34:47 PM
Kevin_in_GA:
i also have been getting into StratySearch. Aren't you concerned that running all combinations of variables and arriving at something that works gangbusters for a particular period, is just a form of data mining? Doesn't it do a great job of predicting the past with minimal relevance to the future?
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DMUNCASTER
34 posts
msg #115357
- Ignore DMUNCASTER |
9/13/2013 1:38:28 PM
Kevin_in_GA:
i also have been getting into StratySearch. Aren't you concerned that running all combinations of variables and arriving at something that works gangbusters for a particular period, is just a form of data mining? Doesn't it do a great job of predicting the past with minimal relevance to the future?
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DMUNCASTER
34 posts
msg #115358
- Ignore DMUNCASTER |
9/13/2013 1:39:19 PM
OOPs. I might have sent this twice.
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Kevin_in_GA
4,599 posts
msg #115359
- Ignore Kevin_in_GA |
9/13/2013 1:46:02 PM
Possibly, but several of the systems I have developed using SS are still doing quite well years after the system was optimized.
There is a risk of overfitting on any system, especially one that can do brute force calculations as fast as SS can. The key (for me at least) is two keep the complexity of the system as low as possible, and develop it from basic principles that inherently make sense. The Z-score system and the "BUY THE DIP" threads here at SF are examples of what I mean. Both started from a single basic premise, and were tweaked minimally to get to the versions I posted here.
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DMUNCASTER
34 posts
msg #115365
- Ignore DMUNCASTER |
9/13/2013 4:37:38 PM
Just read through buying the dip thread and I see what you mean. I'm going into SS and check it out for varying time periods starting in 2008. Looks like nice work. I prefer swing trading and momentum trading and use a buy stop on longs of high one day ago +.02 and for shorts low 1 day ago - .02. That way I only get in if the price after the open is heading my way. It's served me well, and i intend to start using it in SS. Just to be the devils advocate, I tested your recent post on this thread over varying time periods starting in 2008. In general, it almost always produces a great win/loss ratio, but loses some horrendous amounts of cash, 25 - 35% over some 4-month periods
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RocketFetcher
59 posts
msg #115373
- Ignore RocketFetcher
modified |
9/14/2013 8:14:58 PM
No one using or talking about Modified Connors RSI(s) filter in it's thread?
Does that mean no one using Connors RSI??
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miko
68 posts
msg #115376
- Ignore miko |
9/15/2013 1:14:48 AM
This thread has nothing to do with Connors RSI, it was started years ago and concerns his use of 2-period RSI. Try a search for ConnorsRSI or Connors RSI, there have been more recent threads started.
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RocketFetcher
59 posts
msg #115405
- Ignore RocketFetcher |
9/17/2013 7:27:07 PM
Mkay.
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RocketFetcher
59 posts
msg #115407
- Ignore RocketFetcher |
9/17/2013 7:30:58 PM
To miko, which thread, exactly, would that be??
When I enter those search parameters, this thread is one of the top ones returned. The other ones returned seem dated.
Please post.
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Kevin_in_GA
4,599 posts
msg #115408
- Ignore Kevin_in_GA |
9/17/2013 7:41:33 PM
Try here:
http://forums.stockfetcher.com/sfforums/?q=view&fid=1001&tid=108942&qrid=
and
http://forums.stockfetcher.com/forums/Filter-Exchange/NEW-SYSTEM-WITH-INTEGRATED-5-STOP-LOSS/112177
This is most of what there has been developed and discussed regarding the ConnorsRSI system.
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