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Paolo wrote:
>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?
No, there is nothing wrong with that. I imagine many trading systems
would benefit from periodic re-optimization, because markets change
their characteristics as time goes on.
I have noticed this with Swinger2-EOD, for example. Post 9/11, it works
consistently a lot better with different parameters.
-Alex
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