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Strategies & Market Trends : Dow Jones Futures -- A free paper trading service
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To: David who wrote (199)3/3/2000 10:57:00 AM
From: fut_trade  Read Replies (2) of 797
 
My profit taking signal on the SPX was triggered at the open. That makes two times in a row -- the last one short and this one long. I think the profit taking/protective stop settings should be updated at least every three years -- that is, they should be optimized for the last three years of data, or perhaps an even shorter duration. Right now I have two sets of parameters, one for 1962-1982 and one for 1982-present. I will try to make a study comparing the model performance with optimizing the settings based on the prior 3 years of historical data and compare with the present approach.
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