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Glen Wallace wrote:
> > My conclusion: f is *not* an independent parameter that can be
> > optimized separately. So f should be included into the list of
> > parameters for system optimization to take care of the inherent
> > dependencies.
>
> I agree, Rudolph. In fact, I suspect that by including money management
> parameters (like optimal f) in system design and testing, one will find that
> many mediocre systems we have long since dismissed because of poor win/loss
> ratios (or whatever other inadequate yardsticks we currently use to measure
> a system), would actually be ideal candidates for trading.
>
> Including money management in system testing is certainly beyond MetaStock's
> capabilities and beyond my present skills. Do you have any suggestions?
I'm developing a test/optimization tool, and I was thinking that I was
"innovative" by allowing such capability (optimization of money management
parameters in conjonction with any other system parameter). If this is already
provided by another tool I would really want to hear about it !
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