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Re: data mining in tradestation?
Hey Darth, have fun - enjoy! It's great to have a program present the market to you the way you want to see it. My only point was that you shouldn't expect to find the key to the markets through data mining.
I agree 100% with Torero, there are some valid methods to be found using the daily time frame. I manage a fund that I trade only on daily signals, the system I developed to trade the fund is 90% mechanical.
Also, as he mentioned, you have to be very critical of any results you may come up with. Testing them on virgin data, un-correlated markets, etc.
ws
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