Monday October 7 - The Far side, page-15

There is only 7 months of test data available to me (without paying) so that's what I've used. I know it's not really enough. The test data produces a maximum of 10 consecutive losses, so the balancehas to endure that. Can you give me an example of what you mean by 'out of sample'. I haven't yet tried the algorithm on anything but the ASX200 though. I don't think I've 'curve fitted' the data, as it's always thesame set, except for the end date changing each day. There is a little bug/quirk in there though which causes the trailing stop to not get set every trade. I fixed this but the profits reduced by a 3rd, so I left it there. Maybethis will be the secret sauce !