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That’s a great set of charts [USER=50018]@Newt[/USER] -- well done. That's exactly what I do. These charts provide some real insight into what you can expect out of your system and of course you can apply this technique to any of the metrics AB spits out.I've read about folks adding randomness to buy and sell prices but to be honest I do not see any value in that for my personal style of trading--all my systems buy/sell on open/close, but could see some merit in that if you are an intra-day trader. While I haven't done this yet but see advantage in it, is to add an element of randomness to your buy/sell key parameters to better understand how sensitive your system is to those parameter settings. As a simple example assume you buy on a simple short MA crossing over a slow MA. Your short MA is 5 and your long MA is 20. You could add a constrained amount of randomness to the 5 and 20 values (not wide changes in the values) just to see how sensitive your system is to those parameters. The logic being that a good system should not be too sensitive to limited changes to the 5 and 20 values. You would want to see a very tight standard deviation on that.
That’s a great set of charts [USER=50018]@Newt[/USER] -- well done. That's exactly what I do. These charts provide some real insight into what you can expect out of your system and of course you can apply this technique to any of the metrics AB spits out.
I've read about folks adding randomness to buy and sell prices but to be honest I do not see any value in that for my personal style of trading--all my systems buy/sell on open/close, but could see some merit in that if you are an intra-day trader. While I haven't done this yet but see advantage in it, is to add an element of randomness to your buy/sell key parameters to better understand how sensitive your system is to those parameter settings. As a simple example assume you buy on a simple short MA crossing over a slow MA. Your short MA is 5 and your long MA is 20. You could add a constrained amount of randomness to the 5 and 20 values (not wide changes in the values) just to see how sensitive your system is to those parameters. The logic being that a good system should not be too sensitive to limited changes to the 5 and 20 values. You would want to see a very tight standard deviation on that.
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