I mean, how can you test something if you don't even know how to use it. If David Aronson was a successful trader, he wouldn't have approach his research in that approach. Heck, I could have told him that the results would be null in the beginning before he went on to do the testings.
If I told him to test the indicators in a different approach, he would get a different result. At least he did prove one thing that I agree with: when an indicator indicates buy or sell and you traded according to those signals, you will never make any money. I could have told him that in the first place. And then he would be confused on how I trade using indicators and very successful at it.
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