To: Optim who wrote (747 ) 4/6/2000 9:54:00 AM From: LastShadow Read Replies (2) | Respond to of 871
I've never used BioComp or the GA's from Ward either, so lets not be hasty in discarding what we could accomplish here. I used shorter training cycles as most the tickers I looked at were fairly volatile or had larger trading ranges (therefore more susceptible to retracement triggers). I'm not familiar with the kase DevStop, and would like to exapnd my understanding of other things that may be working well. I have spent a lot of time with the Kaufman Adaptive mving averages, with only moderate success in general, but great results for particular stocks. As for the number of inputs, I am a strong proponent of optimizingand minimizing the number of characteristics for larger data sets, and the reverse for shorter cycles and more focused on fewer specific stocks. I work to the philosophy that the money rotates between stocks and sectors, and therefore do not trades the same ticker over years anymore, but only over months and sometimes weeks, therefore the shorter cycles of patterning. I think we should take some time to discuss the methods and then get a concensus as to which to pursue on this thread. If we start with the premise that whatever we develop wil only be as good as the trading strategy we couple with it, then we will be left with defining which methodology our collective tools can be used to verify and test. If we segment that effort into reasonable packages, it will lessen our individual effort and build a stonger 'example' here. Post your method/strategy/etc and then we can compare what we feel are the strengths and weakness of the methods and pick something reasonable to work together on. lastshadow