The c-Test by William Eckhardt
ARTICLE SYNOPSIS ...The c-Test by William Eckhardt
We all know that thorough testing is the only way to determine whether a particular trading system or indicator is viable. William Eckhardt, the mathematician whose conversation with Richard Dennis helped bring about the Turtles, points out that before you spend time testing a method, you should first use a methodological test for dimensional coherency called the c-test.
In most cases, the only way to evaluate trading indicators or systems is through diligent and rigorous
testing. However, there are cases in which indicators, systems or even entire approaches ...
AUTHOR: William EckhardtDATE: MAY 1994