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Not mechanical enough ? I'm clearly a believer in the use of
mechanical systems but I wouldn't go so far as to say that the
design, building, testing and evaluation of a system needs to result
in an automated club that beats me over the head.
Unpredictably changing data ... hmmmm ... doesn't that warrant having
parameters for systems that aren't near cliffs on surface plots ?
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> herman's ideas, while very valuable, weren't mechanical enough for
this area
> of my thinking. I wonder if anything mechanical like this can be
truly
> useful.
>
> as I mentioned in my post to b, I also wonder why focusing on
> nice-performing adjecent parameter values helps response to the
reality of
> the future, which is unpredictably changing data, not unpredictably
changing
> parameters.
>
> dave
> Presactly ...
>
> One of the problems !? for most is that checking for robustness
takes
> longer. Eons ago Herman posted some fairly decent tools for this
> which are along the lines of my own likings i.e. surface area
plots.
> This is pretty simple to do with systems that have two variables
that
> are being optimized on and requires more effort for more
parameters
> but is still doable. You can look at CAR or MDD or MAR or
whatever
> you like this way and get a good picture of where the cliffs are.
>
> This shows pretty quickly where the most robust i.e. most likely
to
> succeed points ARE as opposed to the where the most profitable
points
> WERE. It takes longer then just taking a gander at a list of
numbers
> but imho it's worth the trip.
>
> I liken the usage of where the most profitable points WERE as
chasing
> a constantly moving train that you'll never catch up to.
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