On Sat, Dec 4, 2010 at 11:22 AM, Astor <[email protected]> wrote: > Yes. This discussion thread is exactly what I am thinking. >
Ok, yes, nothing stops us from experimenting. One thing which makes me reluctant to put my time and efforts into coding it is what I consider a very weak hypothesis on which the walk-forward optimization is based. That hypothesis is that the best optimization parameters for the recent market period are superior to the more "global" optimization parameters, when applied to the future period. Markets do change, indeed, but is there any evidence that these new formations of behavior persist, rather than revert back to what they have been in the past? -- 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.
