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A question that I always had is: after you get your optimized
variables, how long are they generally good to use?
Do you continually run the optimization on new data coming in like
once a month and then change your variables again to match the best
results? With so much more available CPU bandwidth coming out with
these quad cores, I wonder if it makes more sense to have dynamic
optimizations rather than all of this static stuff.
There's some products based on swarm intelligence which sounded like
in interesting idea for dynamic optimization. But all kinds of
warning bells go off with me when someone wants to charge 1000's of
dollars and not be willing to show their own audited brokerage
statements when the tout level on what the program can do is so high.
--- In amibroker@xxxxxxxxxxxxxxx, "DrazenStricek12" <dstricek12@xxx>
wrote:
>
>
>
>
> Hi
> could someone enlight me on this problem:
>
> After Optimization is done ,for example :
> X = Optimize("X", 10, 1, 20, 1);
> Y = Optimize("Y", 100, 1, 200, 1);
> Z = Optimize("Z", 1000, 1, 2000, 1);
>
> how to integrate into Trading system 5 sets of best Optimization
results:
> Set1: X=10;Y= 115; Y= 1350;
> Set2: X=11;Y= 100; Y= 1450;
> Set3: X=13;Y= 150; Y= 1445;
> Set4: X=10;Y= 112; Y= 1500;
> Set5: X=10;Y= 105; Y= 1100;
>
> The trading system should execute only when the preselected best
sets conditions are met.
>
> Thank you for any help
>
> Drazen
>
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