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Cameron,
>Just wondering if any one has tried to do automated optimizations inside an
>easylanguage strategy (like ummmm an adaptive techniques) where the trades
>are worked out in theory for different say ummm moving average lengths and
>then the results from these selected moving averages and inputed to several
>arrays and then every 3-6 months the strategy looks at the arrays and gets
>the previous best value and then trades the next 3-6 months with the lastest
>best value.
Pruitt and Hill (Hill runs FuturesTruth) tested this technique and
wrote about it in their book _The Ultimate Trading Guide_. They
concluded that this technique, in a word, sucks. The performance of
the system they tested actually got worse.
-Alex
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