I don't know whether or not WFO works because I haven't tried it [yet?]. Better yet, I don't know whether or not WFO works because I haven't tried it on a sufficiently large sample size of systems. I say this just to state my bias here: I have none. I don't know.
I believe WFO is based on...
Hi Daniel,
I want to state up front that nothing of my response is meant to pick on you personally. What I say about you goes for anyone else including me. We're just having a theoretical discussion here about trading system development, here.
I'll start out by claiming of course there is no...
I learned a lot about WFA from Howard Bandy through his books and message boards. However, in studying his words, something critical seems to break down.
What ratio of IS:OOS data should you use? Do you use two years IS, two months OOS? Do you use three years IS, six months OOS?
I asked...
I am looking for someone with whom to develop a futures (e.g. TF, CL, GC, 6E) day trading approach. I'm a full-time position trader for my own account and I would like to diversify my time frame. I have some ideas to get us started.
Our work can be done over the phone and on-line.
I live in...