Normal
I agree that the market has a bias and that the random entry/exit would tend to skew more towards profitability than not. Indeed, I would say that if sufficient iterations were put through the random entry/exit tests and there were no skewing in the conditions within which these tests were run, that the results would tend to towards the performance of the index.Therefore, if one wanted to see whether a system was worth trading, won;t it be a simplier exercise just to compare its performance to the index? I just don't see what random entry/exit offers above comparing to index performance.
I agree that the market has a bias and that the random entry/exit would tend to skew more towards profitability than not. Indeed, I would say that if sufficient iterations were put through the random entry/exit tests and there were no skewing in the conditions within which these tests were run, that the results would tend to towards the performance of the index.
Therefore, if one wanted to see whether a system was worth trading, won;t it be a simplier exercise just to compare its performance to the index? I just don't see what random entry/exit offers above comparing to index performance.
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