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Hi Fred –
I’m not trying to be a smart ass,
but anytime we look at alternative systems and make a choice among them, we are
optimizing. Anytime we stop using one set of parameters for a system and
change to a new set, we have performed a walk-forward. My posts were intended
to point that out and suggest an organized way to work with it. No
offense intended to folks who develop their systems some other way.
Regards,
Howard
-----Original Message-----
From: Fred
[mailto:fctonetti@xxxxxxxxx]
Sent: Friday, October
17, 2003 <span
>8:38 AM<font size=2
face=Tahoma>
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re:
Optimization -- again
Feelings and/or anecdotes require no system.
I've seen
discretionary traders, trade without much more than this
and
succeed. I DON'T happen to be one of these.
I made no
comment about optimization necessarily being a bad thing,
only that I
have yet to see ANY system based on walk forward
optimization
work in some context similar to what most have suggested
in this
regard, the length of the lookback period not withstanding.
<<<<<<< SNIP
>>>>>>
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