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<SPAN
class=382485602-28092003>thanks, sounds like I should check it
out.
<SPAN
class=382485602-28092003>
<SPAN
class=382485602-28092003>dave
<BLOCKQUOTE
>For
#10, Kaufman is refering to the notion that the majority (68%) of the
range of parameters should be profitable. In a map of parameter
values & associated returns, you want to see a plateau instead of
just spikes. Check out the 3D optimization spreadsheet in the Files
section.Also, the order of parameters is crucial because you
should test the most importanat variables first, i.e. the ones that cause
the largest changes in your results. Focus on those first and then
on the less important onesYes, the book is excellent, not just for
the robustness section. I haven't read his other trading system book
yet though so I don't know if there are
similarities.HB
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