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hi everybody
have a question concerning the opimization of trading systems:I have an
intraday system on a 3-minutes time frame and seen that TS4 ( for
backtesting) does not load more than 75-days data, I am obliged to optimize
every month and in spite of this the system has good results. Is there
anything wrong in all that? can you give me any suggestion? according to
you, to optimize too frequently could make the strength of the system weaker
( most of all in the systems in which it is impossible to load large
historical data)?
bye Paolo
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