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Well, optimizing to extract "best fit" on past data has to be curve fitting. Relevance is
how well the figure chosen stands up to out of sample testing.
----- Original Message -----
From: "Collectable Images" <telecard@xxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, November 15, 2004 9:02 PM
Subject: [trading] RE: RE: [amibroker] Excellent ^N225 statistics
>
> Its the optimized figure I dont understand.
>
> is that not curve fitting of some kind??
>
>
>
> -----Original Message-----
> From: Beachie [mailto:beachie41@xxxxxxxxxxx]
> Sent: Monday, 15 November 2004 9:01 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: RE: [amibroker] Excellent ^N225 statistics
>
>
>
> I'll stick my nose in here. I believe it says if the StochD() value
> (default setting is
> 14,3,3) is greater than the optimized figure.
>
> ----- Original Message -----
> From: "Collectable Images" <telecard@xxxxxxxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, November 15, 2004 8:51 PM
> Subject: [trading] RE: [amibroker] Excellent ^N225 statistics
>
>
>>
>> Hello,
>>
>> can you explain what the line means after the AND?
>>
>> Short=z==5 AND y>Optimize("y",77,70,90,1);
>>
>> -----Original Message-----
>> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
>> Sent: Monday, 15 November 2004 8:04 PM
>> To: amibroker@xxxxxxxxxxxxxxx
>> Subject: [amibroker] Excellent ^N225 statistics
>>
>>
>>
>>
>> The
>>
>> y=StochD();
>> z=BarsSince(y<Ref(y,-1));
>> Short=z==5 AND y>Optimize("y",77,70,90,1);
>> d=Optimize("d",7,5,10,1);
>> Cover=Ref(Short,-d);
>> Plot(C,"",1,64);
>> PlotShapes(shapeDownArrow*Short,colorRed);
>> PlotShapes(shapeUpArrow*Cover,colorBrightGreen);
>>
>> gives excellent winners/losers ratio [12:2, 15:1 etc] for the last
>> ^N225 years.
>>
>> Dimitris
>>
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