Robert,
My results indicate best parameters below 16. I like 3 a lot, it's tight and I require tight when only using 1 parameter with a function. Most often I use multiparametric -- sum results of 1,2,3,4,5,6,7,8, as +1 or -1. This optimization catches movement independent of a specific parameter meeting the requirement parameters on either side of the optimized parameter are successful. A range of parameters yielding a smooth bell curve instead of chop. If only 1 paramater works I rewrite the function. IOW, optimize the input rather than the parameter. Good inputs work with a range of parameters.
I should mention I'm using these parameters on actual prices rather than derivatives like all those canned functions. Find highest and lowest value of myfunction over n/bars then determine current bar's location as a percent of that range. Otherwise non-parametric which uses pivots.
Best Regards,
Mechanical Method |
