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Paolo wrote:
>does not load more than 75-days data, I am obliged to optimize
>every month and in spite of this the system has good results. Is there
>anything wrong in all that?
-Alex wrote:
No, there is nothing wrong with that. I imagine many trading systems
would benefit from periodic re-optimization, because markets change
their characteristics as time goes on.
I have noticed this with Swinger2-EOD, for example. Post 9/11, it works
consistently a lot better with different parameters.
I wrote:
This brings to mind what I consider a vital question regarding
re-optimization. Does anyone have any hard cold statistics as to the
workability of "walk forward" (or re-optimization) of systems? Or do you
know where I can find the information? I've seen and remember debates but
don't remember any black and white comparisons or any actual trades in any
of the discussions.
Regards,
Michael
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