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<DIV><FONT size=2>A friend has some shares in the Harbour Bridge if you want
them as well.</FONT></DIV></BODY></HTML>
</x-html>From ???@??? Sun Aug 30 15:13:29 1998
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Date: Sun, 30 Aug 1998 23:49:10 +0200
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John,
If you can lay your hands on it: Bruce Babcock Jr's The Business One Irwin
Guide to Trading Systems.
It contains a roundtable discussion on optimization including Jack Schwager,
Robert Pardo, Thomas Hoffman and others. (An overoptimized group of people ?
<G>)
It gave me good insight.
Rgds,
Frans
At 16:10 30-08-98 -0400, you wrote:
>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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