lier euy.., banyak banget teori-teori trading & system trading, etc.., kapan kita tradingnya nih?, hehehe..., tek-tok dulu aja dahh.., ente meleng, ane sikat! hehehe..
JT -----Original Message----- From: milis-a...@yahoogroups.com [mailto:milis-a...@yahoogroups.com] On Behalf Of Pengamat Market Sent: 17 Maret 2009 14:29 To: milis-a...@yahoogroups.com Subject: RE: MyLRI RE: [Milis-AATI] Why diperlukan optimasi ? (optimization issues) This is what curve fitting is all about, finding the optimal values for each market in a given 'in sample' time period. Its very easy to produce impressive hypothetical results but it is evidently a very dangerous technique since when applied to data that the algorithm has not seen such as out of sample data or real time trading, the results could be disastrous. This perhaps also explains why so many systems that look good on paper and begin doing well in their first year or so all of a sudden stop working, producing a string of never ending losses that over time only get worse and worse. The optimized parameters may even continue to work for the first year or so but as market conditions change those optimized parameter values become obsolete. Developers then start coming up with "new and improved versions" of their systems. What they could be basically doing is re-optimizing the parameters so that their hypothetical track record always looks good. The system is then compiled and packaged as a black box and sold to the unsuspecting public. Since it is an undisclosed, locked down, black box system there is no way of knowing if it was curve fitted or not. You are at the mercy of the word of the developer. From: milis-a...@yahoogroups.com [mailto:milis-a...@yahoogroups.com] On Behalf Of Tasrul Sent: Tuesday, March 17, 2009 2:22 PM To: milis-a...@yahoogroups.com Subject: RE: MyLRI RE: [Milis-AATI] Why diperlukan optimasi ? (optimization issues) Gimana kalo disimpulkan aja Boss..biar semua yg baca cepat nyerapnya..atau ada tanggapan ? ________________________________ From: milis-a...@yahoogroups.com [mailto:milis-a...@yahoogroups.com] On Behalf Of Pengamat Market Sent: Tuesday, March 17, 2009 2:19 PM To: milis-a...@yahoogroups.com Subject: RE: MyLRI RE: [Milis-AATI] Why diperlukan optimasi ? (optimization issues) An interesting article about optimization issues http://www.andromedafutures.com/optimization-issues.html From: milis-a...@yahoogroups.com [mailto:milis-a...@yahoogroups.com] On Behalf Of Tasrul Sent: Tuesday, March 17, 2009 11:20 AM To: my_...@yahoogroups.com; milis-a...@yahoogroups.com; obrolan-bandar@yahoogroups.com Subject: RE: MyLRI RE: [Milis-AATI] Why diperlukan optimasi ? Yg jelas sih tadi waktu ELTY 74 W%R = -100 hehehe ________________________________ From: my_...@yahoogroups.com [mailto:my_...@yahoogroups.com] On Behalf Of Tasrul Sent: Tuesday, March 17, 2009 11:13 AM To: my_...@yahoogroups.com Subject: RE: MyLRI RE: [Milis-AATI] Why diperlukan optimasi ? Sssst..hahahaha nyopet-nyopet bolehlah.asalkan jangan dengan amunisi penuh.. ________________________________ From: my_...@yahoogroups.com [mailto:my_...@yahoogroups.com] On Behalf Of JsxTrader Sent: Tuesday, March 17, 2009 11:13 AM To: my_...@yahoogroups.com Subject: RE: MyLRI RE: [Milis-AATI] Why diperlukan optimasi ? Boleh beli ELTY ngga? J JT From: my_...@yahoogroups.com [mailto:my_...@yahoogroups.com] On Behalf Of Tasrul Sent: 17 Maret 2009 11:06 To: my_...@yahoogroups.com Subject: RE: MyLRI RE: [Milis-AATI] Why diperlukan optimasi ? Skrg udah boleh nyicil belinya ________________________________ From: my_...@yahoogroups.com [mailto:my_...@yahoogroups.com] On Behalf Of prima.soerj...@gmail.com Sent: Tuesday, March 17, 2009 11:15 AM To: my_...@yahoogroups.com; milis-a...@yahoogroups.com Subject: Re: MyLRI RE: [Milis-AATI] Why diperlukan optimasi ? Pak Tasrul,kalau gitu boleh beli lg di index brp ya? Powered by Telkomsel BlackBerryR ________________________________ From: "Tasrul" Date: Tue, 17 Mar 2009 10:54:57 +0700 To: <milis-a...@yahoogroups.com> Subject: MyLRI RE: [Milis-AATI] Why diperlukan optimasi ? Gak ada yg sakti pak semuanya pakai indikator TA modern, cuma ada sentuhan statistiknya sehingga dapat terukur Contoh ini saya kirimkan posisi MACD IHSG pada closing tgl 13 Maret, masa saham naik masih di kejar, jadi ada peringatan dini, di workshop kmrn saya juga bilang IHSG SOS. No virus found in this incoming message. Checked by AVG - http://www.avg.com Version: 8.0.233 / Virus Database: 270.11.16/2005 - Release Date: 3/16/2009 7:01 PM
