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... values produced slightly better results in my walk-around testing - i.e., .... I've given a little more weight to my "walk-around" test results (i.e., ... cotstimer.blogspot.com/2009_02_01_archive.html |
I also subjected my setups to various tests of robustness using detrended price data - the Student's T-test, out-of-sample testing, "walk-around testing" ... cotstimer-about.blogspot.com/ |
The idea of the walk-around test is to vary all the parameter values and see how this impacts the ... COTs Timer, out-of-sample testing, walk-around testing ... cotstimer.blogspot.com/2008_12_01_archive.html |
Out-of-sample and walk-around testing results are on that table as well. See more about my walk-around testing in the table notes. ... cotstimer.blogspot.com/2008_10_01_archive.html |
I came up with the walk-around test as a way to see how well "neighbouring" ... TAGS: Nikkei, ProShares, walk-around testing, COT, Commitments of Traders, ... cotstimer.blogspot.com/2008_09_01_archive.html |
Dec 4, 2008 ... The idea of the walk-around test is to vary all the parameter values and see how this impacts the results. The worse those results, ... cotstimer.blogspot.com/2008/12/s-500-setups-pass-monte-carlo-test.html |
... market timing, trading system development, CFTC, Commodity Futures Trading Commission,COTs Timer, out-of-sample testing, walk-around testing ... cotstimer.blogspot.com/ |
Jan 2, 2009 ... system development, CFTC, Commodity Futures Trading Commission, COTs Timer, Monte Carlo, out-of-sample testing, walk-around testing ... cotstimer.blogspot.com/2009_01_01_archive.html |
I also filtered possible setups with a new test I've devised for robustness, which I call the "walk-around test." This exercize varies each of the parameter ... cotstimer.blogspot.com/2008_07_01_archive.html |
... Monte Carlo testing, walk around testing, out-of-sample testing). I don't mean just eyeballing a chart. Otherwise, you might as well roll a dice. ... cotstimer.blogspot.com/2009/.../s-500-smart-money-super-bullish-wrong. html |
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