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>Just wondering if any one has tried to do automated optimizations inside an
>easylanguage strategy (like ummmm an adaptive techniques) where the trades
>are worked out in theory for different say ummm moving average lengths and
>then the results from these selected moving averages and inputed to several
>arrays and then every 3-6 months the strategy looks at the arrays and gets
>the previous best value and then trades the next 3-6 months with the
lastest
>best value.
I think this things can work, but you need longer time-frames.
Example:
You have CISCO and MSFT, first you will look about
how mutch money you make if you buy if avarage is up and
sell if avarge is down. You will find MSFT trend are better to trade
than CISCO you reverse the rules for CISCO (don't forget some
risk controll ).
If you know that >65% of all settings are working
you pick 4 and trade it, systems like this can work, if done right.
Heiko
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