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I just found an old print version of tree pages from PO about optimization.
MAybe you wanna look in the archives or ask wether PO still has it.
vk
-----Ursprungliche Nachricht-----
Von: Alex Matulich [mailto:alex@xxxxxxxxxxxxxx]
Gesendet: Donnerstag, 15. August 2002 05:51
An: pastal
Cc: omega-list@xxxxxxxxxx
Betreff: Re: ....Optimization
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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