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Well, I agree, sorta. *IF* your system uses price-based calcs, they
should be adaptive. However, I assume we're still talking about the
sequential thingy. That's a pattern based system and there is nothing to
optimize about a pattern. So, the FIRST step is to run it with no extra
code whatsoever. Back to basics. Maybe just the pattern for the entry
with a simple exit after x bars. The thing should be able to make more
than it loses if you run it "naked". If you have to pile on a lot of
entry conditions, multiple exits, etc. to make it profitable, chances
are the pattern isn't any better than a random entry and you're just
playing the overoptimization game. If, all by itself, it looks
promising, then you can start adding all that extra stuff to fine tune
it. Emphasis on the word FINE. The extras shouldn't become the system
with the original idea pushed into the background.
> 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.
--
Dennis
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