I tthink you are referring to the "walk-forward" optimization. This has been discussed here: http://groups.google.com/group/jbooktrader/browse_thread/thread/983632ec6bc4c839/
On Sat, Dec 4, 2010 at 8:48 AM, Alexana <[email protected]> wrote: > Has anyone tried to optimize the Entry parameter in velocity > indicators dynamically? In other words, for each time T optimizing the > Entry parameter on a moving window of previous N data points and using > that optimal Entry parameter at time T +1. It is possible that the > optimal value of Entry parameter may depend on the market conditions, > such as price volatility. If that is the case, then dynamic parameter > optimization would track such conditions and may improve the results. > > -- > 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]<jbooktrader%[email protected]> > . > For more options, visit this group at > http://groups.google.com/group/jbooktrader?hl=en. > > -- 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.
