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Old 04-04-2009, 10:25 AM
fajst_k fajst_k is offline
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out of sample

Hi Richcap,

So are you able to show any proper out of sample results from your MESA system ??

From my side I can have results from strategies with following inputs

cycles measured Ehlers way
cycles measured NOXA way
cycles measured by Goertzel

SN measured Ehlers way
SN measured CB way with signal bins

that's the key components of course, it's possible to add to this whatever
like Jurik MA, VOL or RSX which I have in original versions.

Regarding Goertzel repaint issue, It repaints not only because of SSA but also from the way how it is designed i.e. every new bar it redraws original cycle curve which is different every bar because of new bar information.

I reprogrammed it for full non repainting version but haven't test in real time yet so I really don't know how it performs.

Offline is OK

Krzysztof
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