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David and John,
If you are interested in curve fitting, you can download from
http://finance.expedition.com/Html/Financial_Software.htm
the:
Curve fitting with non-linear regression and splines File size 668k
cvxpt121.zip
Simple and quick.
Dimitris Tsokakis
--- In amibroker@xxxx, "John" <jar5499297@xxxx> wrote:
> Hi David,
>
> In a previous message you said <whilst I'm flapping my gums
(fingers
> in this case) another topic that I'm still trying to understand
curve
> fitting >. Maybe I can help. Curve fitting is when you optimize
right
> up to today. IMHO, you should divide your testing "time" into
thirds.
> The first 2/3 data for optimization (in-sample), the last, or most
> recent 1/3 data for confirmation (out-of-sample).
>
> Now, picking the best variables for a stock is a differant
question.
> I have not read the Pring book. Is it good? A book that I have read
> and explains testing is "Design, Testing, and Optimization of
Trading
> Systems" by Robert Pardo. You may want to pick this one up. It was
> written in 1992 but the principles are what you're after.
>
> Hope this helps,
>
> John
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