SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : Technical Analysis- Indicators & Systems

 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: kblaine flaherty who wrote (1654)6/19/1997 11:53:00 AM
From: wolfgangl   of 3325
 
Blaine,

from my math class I know that there is a possibility to approximate more or less any curve by a method called "Fourier synthesis". It is basically puting together several sine functions in order to make up a given curve or function. In this case "curve fitting" is the aim.

But if you optimize a formula containing several parameters against a given stock, you end up with good signals for the period used for optimization only. Outside the sample data the system usually does not work.

A systematic way to reach a system, that works outside the sample, I do not know.

Thats, what I consider the ugly truth.

Wolfgang
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext