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PureBytes Links
Trading Reference Links
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FWIW, I've uploaded my auto-optimization framework to the AFL library.
this is a backtest framework that continuously and automatically optimizes
settings for a trading rule you provide. it chooses settings that measure
best over a selectable lookback period. this re-optimization can be done
every bar, at a user-definable interval, or once at the start of trading. it
requires AFL editing to use; instructions are provided.
though its pretty long, it's actually not that complicated, either to use or
in its internals. it's broken down into sections, most of which you don't
need to even look at. if I could hide the no-touchy bits away I would (:-).
also, a lot of it is explanation, not code, and a lot of the code is a
collection of sample trading rules. it's probably over-explained, but
hopefully the comments are useful.
comments, suggestions, bug reports, lessons learned, ways to profit
massively, etc are most welcome.
dave
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