zwyss, You make very valid points that one needs to
take under consideration when deciding whether or not to deviate
from the basics of the system.
Perhaps Matt can shed some light on the point you raise re:
large drawdowns having been inadvertently "filtered"
out of the historic data during system design.
Thanks for the thoughtful input.
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zwyss, You make very
Follow the system
Posted by tj6p on 14th of May 2011 at 09:30 am
zwyss, You make very valid points that one needs to take under consideration when deciding whether or not to deviate from the basics of the system.
Perhaps Matt can shed some light on the point you raise re: large drawdowns having been inadvertently "filtered" out of the historic data during system design.
Thanks for the thoughtful input.