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Put me on the list.
<P>Thanks,
<P>Robert Fitzpatrick
<BR>
<P>Dick Simmons wrote:
<BLOCKQUOTE TYPE=CITE> <FONT COLOR="#000000"><FONT SIZE=-1>Hi All,</FONT></FONT> <FONT COLOR="#000000"><FONT SIZE=-1>I
own MS 6.0 and got the offer of $99 on the Pro.</FONT></FONT> <FONT COLOR="#000000"><FONT SIZE=-1>I
tell you what, I will order a 100 copies and sell them to you guys
for $150.</FONT></FONT> <FONT COLOR="#000000"><FONT SIZE=-1>Not backward
in coming forward.</FONT></FONT><FONT COLOR="#000000"><FONT SIZE=-1>Your
friendly reseller,</FONT></FONT><FONT COLOR="#000000"><FONT SIZE=-1>Dick</FONT></FONT></BLOCKQUOTE>
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</x-html>From ???@??? Sun Aug 30 13:52:00 1998
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Steve et al
I have been watching this thread for awhile and would like to ask a
question on optimization. You state that lumber doesn't dance to the
same rhythm as DELL which is very true, but when do we get into
overoptimization? I have thought about trying to optimize my parameters
over each stock I trade but feel that is tantamount to admitting my
system is not very robust. I trade stocks and not commodities so I
understand the need for optimizing commodity systems but I wonder how
much stock systems need to be optimized. I notice Jim Greening lets a
stock sort of pick its own favorite indicators and pays attention to
them. I'd like to hear (read) more discussion about this.
John Manasco
Steve Karnish wrote:
>
> James,
> I'll let the formula wizards handle your technical question, but
> wouldn't it make more sense to "optimize" the formula for each
> security or futures contract? Lumber doesn't dance to the same
> rhythm as DELL. Please keep in mind the basic laws of
> optimizing (see Harvey Pearce's excellent discussion from
> yesterday).
> Steve Karnish
> CCT
>
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