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just making a parameter a function of some argument
( market conditions )
will not do the job since that function itself must have
an argument(s). that will lead to yet another parameter...
eventually with that shortsighted approach
you will end up with either a hard coded
parameter(s) or just a different parameter - semi adaptive approach.
*for pure adaptive approach the loop must be closed
based on the main criteria which is - max profit.
bilo.
----- Original Message -----
From: <VBatla@xxxxxxx>
To: Omega-List <omega-list@xxxxxxxxxx>
Sent: Tuesday, July 18, 2000 2:03 PM
Subject: Re: A question about system design.
> Could you give an example of a "dynamic adjustment for market conditions"
or
> a paramater which "sets other parameters when the market "changes"" ?
>
> Thanks,
>
> Vince
>
>
>
>
> In a message dated 7/18/2000 12:06:08 PM Central Daylight Time,
> prosys@xxxxxxxxxxxxxxxx writes:
>
>
> <<
>
> 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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