A profitable system that is durable and robust, by Linda Rashcke

January 15th, 2018, 03:41 AM

romus

Hmmm, this is the problem with the links - after a while they do not work (at least I could not make it working on 3 attempts)

Is it possible to load the file?

Cheers,

I no longer have it - but I could not upload it anyway, it's against forum rules to upload any copyrigthed material, sorry.

January 15th, 2018, 04:44 AM

I was also interested to see the link... I saw her talking about that once somewhere long time ago.

January 15th, 2018, 07:39 PM

xplorer

I no longer have it - but I could not upload it anyway, it's against forum rules to upload any copyrigthed material, sorry.

@xplorer,

No problem. Thank you.

Cheers,

January 16th, 2018, 12:26 PM

Rather than using random entries why not test the exit on every possible entry.
Something like this pseudo code could test everybar in a years data

Code

Optimize i from 1 to 250
if barnumber = i then buy next bar
if position > 0 then run exit code

This would give you 250 backtest's where each backtest is one entry and exit

A profitable system that is durable and robust, by Linda Rashcke

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A profitable system that is durable and robust, by Linda Rashcke