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Dead silence on a question of seemingly high importance means you have
asked a dumb (really dumb) question. Maybe like letting a loud fart in
church.
I'll go back to Chande and other sources and try to determine why my
question below was such a dumb one.
Thanks for taking pity on me and not saying anything.
Ken
-----Original Message-----
From: Ken Close [mailto:closeks@xxxxxxxx]
Sent: Tuesday, November 18, 2003 11:03 AM
To: AmiBroker List
Subject: [amibroker] Optimizing Selection Criteria vs Timing Signals
Here is a (perhaps) semi philosophical question:
We are familiar with the various pitfalls and prohibitions in optimizing
and "curve-fitting" timing systems.
Do the same pitfalls and prohibitions exist for keeping a constant
timing signal (whatever it is) yet optimizing variables that alter
basket selection criteria? Can you "curve fit" a set of selection
criteria?
It "feels" like the problems would be different (and perhaps minimized)
because of the dynamic changes that occur, ESPECIALLY if stop conditions
are used. OTOH, I suppose it would not be different using the same
criteria on the same basket of stocks over the same time period as this
would yield the same baskets of stocks each time. What I mean by that
is that for a given combination of criteria, the same stocks would be
selected.
Hard to visualize.
Any comments on this aspect?
Ken
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