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Strategies & Market Trends : Metastock 6.0 for Window -- Ignore unavailable to you. Want to Upgrade?


To: Claud B who wrote (1320)12/15/1997 7:08:00 PM
From: Craig DeHaan  Respond to of 4056
 
What they call in some literary gatherings a "brief relief aside". All interesting discussion in any case without having to snoop around other threads. But, back to the straight and narrow -

In Meta-S system testing:

What's the consensus on any system testing that utilizes one or more optimization variables? If you fine tune your variable timeframes and then fix them to fit the past can you reasonably expect diminished results over time that will trend back to the unoptimized performance - all things in life and the markets being unequal as they seem to be.

I've seen many of my system test results vary from +300% APY production optimized to less than 30% APY unoptimized. I've gradually moved away from having confidence in products like OmniTrader for it's lack of indicator and signal configurability and its hidden optimization schemes. But am I doing the same thing on a diminished basis here whenever a system variable is altered? I'll share test criteria if this is unusual, but I suspect its not.

Craig



To: Claud B who wrote (1320)12/15/1997 7:54:00 PM
From: Richard Estes  Read Replies (1) | Respond to of 4056
 
How did we forget?

Optimization is good to get into ball park on varables. You shouldn't use them to trade.