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I thought I would post something that has been rattling me lately.
What is the consensus about optimizing systems for individual
securities? I tended to stay away from this practice as it seems
more ideal to find a system that performs better across entirely
different markets and securities, because the average is probably the
most consistent. However, backtesting seems to show that it is
possible to show consistent results when optimizing for individual
securities. I would assume that individual securities do contain a
certain element that makes them perform similarily over time. When
looking at GBP/USD it is obvious to see that this pair trends in a
different way then does USD/JPY. So I'd like to know some other
opinions on what people think of individually optimizing.
Best Regards,
David
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