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Optimization makes backtests show super results but may not,
necessarily, result in robustness.
--- In amibroker@xxxxxxxxxxxxxxx, "jacklweinberg" <weinberg@xxxx> wrote:
> Actually, there are a number of ways in which this simple concept can
> be immeasurably improved.
> 1. Instead of exiting at 1 day, make that into a variable, and
optimize.
> (Also, if you go beyond, say 5 days, don't forget to put on a "profit
> taker" stop - at say, 5%.
> 2. Instead of using "5" as the entry level, optimize - you might be
> surprised!
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