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Toni
> Is optimizing bullshit?
>
> I have made systems which perform quite well, but when i try them on
> multiple stocks the results sometimes change from positive to
> negative.
>
> If i optimize i can get a positive result on this security, but my
> question is do these optimizing values hold for future signals, I
> think they dont as they simply fit the test data not the future data
> which offers endless possibilities.
I believe that optimising for an entire portfolio or database is more useful
than when done for just one issue. I think this is possible with MS 8.
Earlier versions require multiple passes across the portfolio with tools
such as MSBT, Trade Equity or DeBry (SpyGlass?), and manual adjustment of
the options between passes. Such a process is very time consuming but
ultimately far more valuable.
Roy
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