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Systems that either don't have dynamic adjustments for market conditions or
a single parm which sets other parameters when the market "changes".....are
asking for trouble.
Optimization is critical for getting a "view" of the system under multiple
market condition scenarios....."wild swinging", "trending-low volatility",
"small, range-bound swings",etc.
Only by precise definition (based on backtesting) and an ability to
correlate current economic and technical market conditions with historically
similar conditions can you attempt to foresee the upcoming market
conditions.
> -----Original Message-----
> From: Gary Fritz [mailto:fritz@xxxxxxxx]
> Sent: Monday, July 17, 2000 6:28 PM
> To: prosys@xxxxxxxxxxxxxxxx
> Subject: RE: A question about system design.
>
>
> > Ever figure-out how you can get it to dynamically adjust to the pre-1998
> > market condition ? i.e. go into short-profit scalping mode ?
>
> I'm not sure if that's the problem. I only yesterday tried it on
> older data. Haven't had a chance to analyze what happens.
>
> GF
>
>
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