Upgrade December 16, 2005

Back Testing and related issues

The latest changes in the program are related to the Back Testing module and the details of its performance. Now we have a small library of Back Testing results for different financial instruments. New ready Solutions obtained through Back Testing procedure are available as well. You can see Back Testing results on the website http://www.timingsolution.com/TS/BT/

This is an extremely time consuming task. We did a lot of research and calculations for you. However, you can always do it yourself.

As a recommendation for Back Testing we have found that "Constant Shift" parameter is more relevant to the reality than other methods of defining LBC:

To find the best training interval, I would recommend R/S analysis. The details are here: http://www.timingsolution.com/index.php?module=subjects&func=viewpage&pageid=13

Some Solutions obtained through Back Testing procedure may contain several models that correspond to the best projection lines.

Now  anytime you can make a choice: 

Make your choice here:

 

Sergey Tarassov

December 16, 2005

Toronto, Canada