[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re:CL_Evaluating & Optimizing systems



PureBytes Links

Trading Reference Links

Great Post

I would also suggest optimizing long trades and short trades independently. I
use a True False input of TradeLong(True), TradeShort(True), and each input has
a Long and a Short value. I can then turn off the Long Trades while optimizing
the Short side of the system, and visa versa. This allows me to evaluate the
values for each side of a system with out the influence of the other side of the
market as the nature of an up market and a down market are so different. I find
my greatest difference in the optimized values are usually in the Exits. 



 Sentinel Trading
 Ignorance of the law excuses no man from practicing it.