>This is very easy to do after every day of trading, but in the "back test 
>mode" is completely another matter.

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Just to be clear..... it is easy to reoptimize manually after every day of 
trading, and supposing you are using a daily system.
To code it to be done automatically in the "backtest" mode, even with a daily 
system, is a completely different and more complicated matter.... 




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