What I am saying is that IMO you are conducting some worthwhile trading research but you are testing several components at the same time ... try separating them:
- optimising a system that uses random entries will provide you with specialist knowledge about optimisation - optimising your trademanagement (stops etc), with random entries as the basis, will provide you with specialist knowledge of stops etc. - otpimising your filter, with random entries, will provide you with specialist knowledge on stock selection. I keep a few BlackSwans as pets and I am intimately acquainted with their behaviour patterns. - --- In [email protected], "Yofa" <jtoth...@...> wrote: > > Hi All, > > I'm trying to improve my optimization method. So I divided my trading system > into parts: entry logic, trade management logic (trailing, profit target, > volatility exit, etc ), filters, etc. > > I created a random entry system, that uses the same trade management logic > as my trading system. > With random entries I optimized the parameters of the trade management logic. > I also try to improve filters the same way. > > My questions: > Is there anyone who uses similar technic for optimization? > Is there anyone how uses similar approach to validate the trading system > and its parameters? > Is it reasonable optimization method? > > Any opinion or experiance appreciated. > > Regards, > > Y >
