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Hi Dave –
If your model is good, you can pick any
day to re-optimize. Test by re-optimizing on various days and compare the
concatenated OOS equity curves. If they are pretty much the same, it is safe.
If they are different, the system is unstable and should not be traded.
Howard
-----Original Message-----
From: Dave Merrill
[mailto:dmerrill@xxxxxxx]
Sent: Saturday, October 18, 2003
7:20 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re: Will
systems degrade? (was Optimization)
<span
>if optimization
makes sense at all, why does it make sense to optimize on one particular day,
but not another? which day would you choose? if it's useful the first day,
why then not on the second?
<span
><<<<SNIP>>>>
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