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> Sounds like you are analyzing opts, care to share your approach?
Herman,
That's very impressive work! I'm sure it's time consuming as well.
I am essentially taking the same approach when I use the optimizations
feature in Metastock. I want to plot the results of all of the tests so
that I can visually evaluate the response across parameters.
When I'm building a system, I like to take it in pieces. That is, I'll look
at just the entry logic, and use the optiimizer to evaluate the close of the
next five or ten bars. My preferred market is the S&P500 Index Futures, so
it's also useful to compare this with the same process based on a random
entry. I always want to make sure I have plenty of bars in my test, so that
I have lots of data for statistical significance in my results.
The same piecemeal approach can be taken on the exit for your system. This
way I can tell which parts of my system are more critical, or which are more
powerful.
The Optimizer is a great feature that can give a system builder lots of
additional info. It's not something to be followed blindly--you are
demonstrating a very sophisticated approach in your example as a way this
tool can be put to good use. Great stuff!
Dave Nadeau
Fort Collins, CO
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