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Hi Ron,
RH> The time required to complete this process seems rather
RH> excessive, five hundred hours. Is there any way to speed
RH> up the back-testing process,
I'd be concerned about the number of optimizations you
are attempting and the possibility of curve fitting
your results. But here's how I'd work your problem:
Start with a larger increment size in your backtest.
That alone will cut down on the number of tests that
have to be performed. With a "coarse" increment, you'll
get an idea of where you'd like to look more carefully.
Then you can limit the length that your variable spans
and run a lower increment over that smaller range.
--
Dave Nadeau
Fort Collins, CO
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