> > > Talking of optimization... have you considered something lke walk > forward optiization...
I tried that one time. Didn't quite produced good results. Probably due to the fact that the window of optimisation doesn't contains a significant number of trades. My feeling is that in order to profit from that kind of optimisation, the window length must become an 'optimisable' parameter. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
