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Vladimir,
Yes, it does - sort of. Indirectly you are fitting curves, but, if
used responsibly, then you are really adding lots of value. Books can
and have been written on the subject. Just calculating a simple
moving averge can be seen as curve fitting, so again, the value
depends on how you use it.
We compare it to chess computers. Long ago nobody thought a computer
could play chess well enough to beat a champ, now it happens all the
time. The computer does not know anything about chess, has no
intuition or positional insight, but still plays a pretty good game
due to its calculation ability. So you can also use computing power
to rapidly build up 'experience'. In stead of learning the hard way
that say a very fast moving average cross over strategy does not work,
your optimiser can come back with good results for say moving averages
of length 50 and upwards. Just an example, but if used correctly then
you just 'learned' the easy way that you should not waste time with
fast moving averages.
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://tsatsaeod.ferra4models.com
http://www.ferra4models.com
--- In equismetastock@xxxxxxxxxxxxxxx, "v" <entinv@xxxx> wrote:
>
> Does optimization feature in the system tester produces curve fitted
> indicators ?
> If so, what is the usefulness of these?
>
> Thanks,
> Vladimir
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