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Objective functions (was RE: [amibroker] Re: Optimization -- again)



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I have a simple formula supplied to me by the same inventor of the 
original system which calculates the high and low of the next day.  I 
don't know how it works but most most of the time it is very 
accurate.  

My system is designed to enter always at the Market on Open because 
supposedly this gives the best entry price, but I found it is better 
to optimize the entry point depending on the strength of the signal...

Like I said earlier, I have put in an enormous amount of hard work to 
perfect the system...

Regards,

Pal
--- In amibroker@xxxxxxxxxxxxxxx, "aew_o" <awenos@xxxx> wrote:
> Wouln't life be simple if we could always trade the low and high
> of the day!!!
> 
> Yuki, my BS meter has gone on tilt.
> 
> Regards
> 
> Tony
> 
> 
> > Lately I found out that I could have avoided the losing position 
> > altogether if I had optimized my entry points (Market on Open, 
Low 
> of 
> > Day or High of Day etc.,) depending on the strength of the 
signal.  
> > This is optimizing, but it is ok, not a crime.


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