|
PureBytes Links
Trading Reference Links
|
I too am new to this list and have a few questions:
1) Regarding the list itself - Is there any kind of archive of messages
that can be scanned to get up to speed on some of the topics being
discussed?
2) Regarding system tests and optimization - I am getting the impression
that it is common practice around these parts to optimize a system to
specific securities rather than trying to achieve an acceptable
optimization across many or all securities. In other words a system,
while sharing a common set of buy and sell rules, would be optimized
diferently for AOL, DELL and CSCO to name a few. Idealy I would like to
optimize my systems across a class of securities. Of course to do that
you would have to be able to run system tests on multiple securites at
one time (a sore point that I'm sure has been discussed here a length) -
EQUIS, are you listening? Optimizing to a specific security sounds
suspiciously (and dangerously) like curve fitting to me. Anyway, I need
to get a question in here, so what is the scoop? How are people
optimizing their systems?
Ron
Philip Schmitz wrote:
>
> Hi Jeff,
>
> Doesn't seem like there has been a strong public
> response to your system post yet, but isn't that
> the way it goes sometimes? You post something
> good and people either just grab it and run, or
> they don't grab it at all.
>
> I was not subscribed to the list when Steve posted
> his lumber gif so I may have missed some of the
> discussion about it - although he did mail it to
> me privately.
>
> Questions:
>
> > Enter Long
> > Cross(opt2,ForecastOsc(O,opt1))
>
> 1.The cross syntax reads cross(DATA ARRAY 1,
> DATAARRAY2).Does "opt2" in the formula above
> qualify as a data array? Shouldn't it read "opt2"
> OF something, as in opt2 of an indicator?
> Straighten me out here, could you?
>
> 2. The ForecastOsc itself: what is it? Steve
> uses several indicators that might qualify.
>
> > Check out my last few trades on ANZ here
> > http://www.uq.net.au/~zzjleder/metastock/anz.gif
>
> It truly does look uncanny!
>
> Philip
|
