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Re: Optimization Question



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I have tested the concept of optimizing various periods of time every week
and have settled on 200 days.  It adjusts the system slightly but doesn't
just look at the last four weeks.  It has been a successful approach for me
during the last three years.  I trade stocks and spend a lot of careful time
working on the optimizing before I ever put the stock in to active trading.
I also think that it is important to observe a strategy in real time before
actually trading it.  I do think that there is something to be said about
adapting the strategy to more current conditions.
Lawrence Price