Talking of optimization... have you considered something lke walk forward optiization... for example, we specify number of past days to use for optyimization and number of future days to test click the button and sit back.
So after couple of iterations we determine optimal days required to fit the strategy in order to maximize short term "future" performance? On Aug 4, 11:17 pm, JBTrader <[email protected]> wrote: > Thanks for explaining that Eugene > > On Aug 4, 9:50 pm, Eugene Kononov <[email protected]> wrote: > > > > by exponentialy I meant that initialy it estimates 35minutes (for > > > example) and in 10 minutes it says 15 rather than 25minutes remaining. > > > > its not exacly "exponentialy" but it decreases faster than "real time" > > > goes... if you know what I mean... > > > Oh, ok, I thought you were referring to D&C accuracy with respect to finding > > the top parameters. > > > Yes, the "time to completion" estimate in D&C is not accurate. That's > > because with D&C, it's impossible to know in advance how many strategies it > > would try before the search space converges into a single point. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
