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The cliffs we're looking not to be near are in terms of perfomance as
it relates to different parameter values.
In your example if EMA 19 & EMA 31 are awful, but 20 through 30 are
decent then by definition isn't 25 more robust than either 20 or 30,
since it won't take nearly as much of a change in cycle length or
what have you to make 20 or 30 awful as it would to make 25 awful ?
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
>
> 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.
> 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.
>
> Unpredictably changing data ... hmmmm ... doesn't that warrant
having
> parameters for systems that aren't near cliffs on surface plots ?
> 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.
>
> 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?
>
> dave
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