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On Tue, 11 Jan 2000 01:20:09 +0100, you wrote:
>The date of the Windows clock is set to the date of the "optimize"
>step (see above) when the "time-step" VB subroutine walks through time
>to run an out-of-sample test e.g. for 1999.
>
This is part of the error description, not of (intentional) functions
of my VBA code.
>?? I use several cells with dates in all those *.xls files to assign
>the data (dax, etc.) to their appropriate date. Dates are also used
>e.g. in the "time-step" routine to define a time interval and to
>control the stepping process. Also some Excel-based date functions are
>used for this
>
>Should be more clearly now: A VBA routine ("Time-step" runs (the
>"optimize" subroutine) through some loops, where the counter
>represents a date to cover a time frame, e.g. 1999.
>
This is some info in my VBA code.
>I don't know, which commands are sent to the Windows (or other) clock.
>Exactly this was & is my question, because I'm wondering, where the
>date is changed and who did it.
>
>The boring effect is, that the _date_ of the Windows clock is changed
>to the same date, which is run by the "time-step" VBA routine, when
>driving the "optimize" routine through a given interval, e.g. 1999.
>The _time of day_ (e.g. 20.58h) is untouched.
>
This again is part of the error description.
>===================================================
>
>Above I have summed your answers.
Sorry, no Ton, you have mixed up error descriptions and descriptions
of my VBA code, when I gave them in accordance to your detailed
questions.
>If you read them, and imaginary see through them, than
>you ARE addressing the clock via YOUR script VB(A)-code.
>
>You wrote the VB(A) code so you of all will know best when and
>where in script :
>-the VB(A) instructions(code) changes the Date of the clock.
>
There is not a single line in my VBA code that directly addresses the
windows clock (or any other clock). I do not use directly any
date-changing Excel or VBA function in my code. (Dates used in my
*.xls files are only _numbers_ (representing dates), that are used in
loops etc.)
Imo, the erroneous date change is done by some basic internal
(date-related ?) Excel function, that I use indirectly via some
built-in or add-in Excel functions, and I may have to test separately
all the appropriate functions used to find the wrongdoer.
>While somewhere down the code you have managed to change (address)
>the date of the clock with the VB(A) commands, than why not reverse all of
>your "previous changing dates on clock"-steps with corrective code that
>will set the clock back to its original date, eg and prior to the start of your script ?
Certainly I could setup a special piece of code to restore the correct
date e.g. after every loop through the "optimize" step, but I do not
like to work on the symptoms of the error, i.e. I want to fix the
reason of this strange behaviors.
BTW: It's not my intention to pollute the list any more with my VBA /
clock problem, mentioned only incidentally. I'd rather like to
concentrate on my topic, i.e. generalization in system optimization:
>My questions on this topics are:
>
>What is a "good generalization result" for a trading system? Is it for
>instance a good result to get an out-of-sample result which is about
>50% of the result from system optimization?
>
>Are there other important techniques (beside of periodical
>re-optimization and weighting along time) to improve generalization
>capabilities of a system? - Where should I look at? - What should I
>try?
>
>Is there also a risk for overdoing the adaptive refinement and / or
>the weighting along time? - What could be seen as a relevant criterion
>to find the right measure, e.g. for the "update frequency" and the
>ratio of maximum / minimum weight?
>
>Any helpful hint is welcome!
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