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John thanks for the book recommendation
I have only glance though the pring's one , been busy coding candles
boy is that another subjective type indicator there seem to be a few that
show promise on the asx :)
Thanks David
----- Original Message -----
From: "John" <jar5499297@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, June 04, 2001 7:47 PM
Subject: [amibroker] Optimization
> 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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