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<FONT face=Arial color=#0000ff
size=2>Dave,
<FONT face=Arial color=#0000ff
size=2>
You
remind me a lot of myself in that you seem to be more focused on writing code to
find your trading system rather than backing off and looking at the big
picture. Take a look at Steve Karnish's last post. Then go back in
the archives and read some more on the CMO system he has posted on this
forum. Take some of these ideas and put them in a simple backtest and run
them - also, construct some idicators around the basic cmo and other things and
look at it visually. Forget about the self optimizing stuff for awhile
until you can "see" the effects of changes in the params in the indicator
code.
<FONT face=Arial color=#0000ff
size=2>
And as
a wise muse once told me - KEEP IT SIMPLE
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>d
<FONT
face=Tahoma size=2>-----Original Message-----From: Dave Merrill
[mailto:dmerrill@xxxxxxx] Sent: Thursday, October 30, 2003 11:39
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Re: Good & Bad Re-Optimizations (for Dave)
<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
?<FONT color=#0000ff
size=2>
<SPAN
class=385213116-30102003>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>daveSend
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