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BJ,
That is a great idea and one area of optimization that TS cannot do
automatically. Unfortunately, you have to do your optimization process in
each time frame and hand optimize the time frame, but the principle is the
same as any other parameter optimization.
If Omega is listening, the suggestion would be to have a variable in a
system to indicate the time frame to test, then be able to optimize that
variable as any other. And the time frame should be able to be measured in
ticks, minutes, days, or weeks.
Neil
| -----Original Message-----
| From: Peter Iovanella [mailto:ivo1@xxxxxxxxx]
| Sent: Monday, June 29, 1998 7:51 AM
| To: omega-list@xxxxxxxxxx
| Subject: Optimize Time Frame?
|
|
| Is there any way to automatically optimize the time frame on
| which a system
| is traded in TradeStation? By this I mean, to find out if
| maybe 60 minutes
| is better than 5 minutes, etc.? Is this a good idea?
|
| BJ
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