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It is well known that periodic reoptimization *does not work*, if
that's what you're talking about. But don't take my word for it.
Check with Hill and Pruitt of Futures Truth. They've done as much
testing as anyone and will tell you the same thing. I personally still
get sucked into testing a new variant every now and then. Last time
was this spring or summer with something Colby proposed in the update
of the Encyclopedia of Technical Market Indicators.
--- In amibroker@xxxxxxxxxxxxxxx, "Gary A. Serkhoshian"
<serkhoshian777@xxxx> wrote:
> Thomas,
>
> Thanks for the link. The poster seems to echo many of the posts on
this board that longer tests are better, but others like Howard seem
to espouse shorter testing periods with forward tests on OOS data. I
really wonder how effective it is to walk-forward with IS data.
Perhaps Fred, Chuck, and the like will have some comment.
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