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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?

To: Patrick Slevin who wrote (1350)	7/8/1998 10:31:00 AM
From: Nemer	Read Replies (2) \| Respond to of 44573

Ok, we can agree on the re op / curve fit being interchangeable definition. -------> So the trick is to find the "proper" MA. Hypothetically, one might find that the "optimal" MA in 1997 was 10 daily bars. So the system is programmed to look for this crossover during 1998. Now when 1999 dawns, re-optimizing may discover that the best MA in 1998 was 18 bars. So the system is re-genned with 18 instead of 10. <----------- ///////// This is what the BBx is doing on the price based forecasts only the re/op is done, on average, about 20 times per day ..... based on time available on the main frame and movement of the market during the day //////////// ---------> This is one thing I suppose I shall have to watch out for while I'm trying to conceptualize a system, I guess. It's easy to visualize when one looks at MAs but the more dicey indicators like PREM, TIKI and so forth may slip by me. <---------- ////////// THIS is why I depend upon a machine ....... We've used as many as 600 variables in the formula in the past ---- I've not checked lately with the programmer, but think we're currently using aboutbetween 50 to 100. I do know that the most heavily weighted of our data is volume. ///////// Regards ---- Nemer