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Re: [amibroker] Re: What after optimization is done ...



PureBytes Links

Trading Reference Links

Hello,

Recommended reading: Howard Bandy book on trading system
design, validation, testing. 

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "scourt2000" <stevehite@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, December 14, 2007 3:09 PM
Subject: [amibroker] Re: What after optimization is done ...


> 
> A question that I always had is:  after you get your optimized 
> variables, how long are they generally good to use?  
> 
> Do you continually run the optimization on new data coming in like 
> once a month and then change your variables again to match the best 
> results?  With so much more available CPU bandwidth coming out with 
> these quad cores, I wonder if it makes more sense to have dynamic 
> optimizations rather than all of this static stuff.
> 
> There's some products based on swarm intelligence which sounded like 
> in interesting idea for dynamic optimization.  But all kinds of 
> warning bells go off with me when someone wants to charge 1000's of 
> dollars and not be willing to show their own audited brokerage 
> statements when the tout level on what the program can do is so high.
> 
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "DrazenStricek12" <dstricek12@xxx> 
> wrote:
>>
>> 
>> 
>> 
>> Hi
>> could someone enlight me on this problem:
>> 
>> After Optimization is done ,for example :
>> X = Optimize("X", 10, 1, 20, 1);
>> Y = Optimize("Y", 100, 1, 200, 1);
>> Z = Optimize("Z", 1000, 1, 2000, 1);
>> 
>> how  to integrate into Trading system 5 sets of best Optimization 
> results:
>> Set1: X=10;Y= 115; Y= 1350;
>> Set2: X=11;Y= 100; Y= 1450;
>> Set3: X=13;Y= 150; Y= 1445;
>> Set4: X=10;Y= 112; Y= 1500;
>> Set5: X=10;Y= 105; Y= 1100;
>> 
>>  The trading system should execute only when the preselected best 
> sets conditions are met.
>> 
>> Thank you for any help
>> 
>> Drazen
>>
> 
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> 
> For other support material please check also:
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> 
> Yahoo! Groups Links
> 
> 
> 
> 
>


Please note that this group is for discussion between users only.

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