Thanks for sharing your expirience Gab, Have you tried applying weighting schema to days? so that distant past is less important than recent (my second point, above)
On Aug 5, 12:04 am, Gab <[email protected]> wrote: > > 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 -~----------~----~----~----~------~----~------~--~---
