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RE: [amibroker] Re: Good & Bad Re-Optimizations (for Dave)



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<BLOCKQUOTE 
>
  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.  <SPAN 
  class=385213116-30102003><FONT color=#0000ff 
  size=2> 
<SPAN 
class=385213116-30102003>me neither. I just 
want to feel like I understood how to evaluate systems well enough to make a set 
of real principles out of it. it's always our choice what to actually 
do.
<SPAN 
class=385213116-30102003> 
<BLOCKQUOTE 
>
  Unpredictably changing data ... hmmmm ... doesn't that warrant having 
  parameters for systems that aren't near cliffs on surface plots ?<SPAN 
  class=385213116-30102003><FONT color=#0000ff 
  size=2> 
sure, 
but aren't the cliffs we're really concerned with cliffs in price behavior, not 
parameter values? parameters don't change by themselves, data 
does.
<SPAN 
class=385213116-30102003> 
is 
there a necessary link between EMAs 20 through 30 all working reasonably well, 
and EMA 25 being more robust than EMA 30 against data variations? is that 
so obviously true that I shouldn't even be asking?
<SPAN 
class=385213116-30102003> 
<SPAN 
class=385213116-30102003>dave






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