PureBytes Links
Trading Reference Links
|
At 12:43 AM 4/28/2006, Mike Symth wrote:
>That time was 9hrs 14min. This means that TS' s internal computations
>take up to 90% of the optimization computation time. BTW the 1.5
>years of 1min bars were from the 24hr JY currency.
I guess we see things differently. To me anybody who spends 9 hours
optimizing a system is curve-fitting to an extreme degree.
At 01:20 AM 4/28/2006, DH wrote:
>That would appear to be a case of overoptimization or a lack of
>understanding about how to properly optimize a system to get a set of
>tradable inputs. I doubt that the trading platform and its speed are the
>fundamental problems. If an optimizing run takes more than a few
>minutes, you're doing something wrong.
I totally agree.
Bob Fulks
|