Looking for Oscillator That Does NOT Diverge

[Guest Tresor]

But it still needs optimization? And that's exactly the point where the system fails :doh:

 

Forget about optimization, curvefitting etc. Create a system that looks at different scenarios, weights them and then take the most accurates one at that particular moment in time

 

januson,

 

My system looks at different scenarios. No, I will not forget about optimization. Each system MUST be optimized. If you created a system, never did you optmize it at least for the best resolution? 1 minute / 3 minute / 1 hour / 5,000 contracts / 10,000 contracts?

[januson 10]

If you created a system, never did you optmize it at least for the best resolution? 1 minute / 3 minute / 1 hour / 5,000 contracts / 10,000 contracts?

 

No I would never optimize/ curvefit a system, I would however be very careful to choose the right resolution, for instance 5000 contracts instead of 30.000 and so forth, as that would depend at the average volume in the particular equity!

 

You can't optimize for a bad chosen resolution, resolution adjustments isn't curvefitting, it's something that's necessary to get the swings clear and cut.

 

Bump:

How is that different than optimization?

 

Optimization is a process that tests different parameter values as indicator input and one (person) can then choose which one that satisfies a certain risk/ reward.

 

I'm referring to a inside process in the indicator which weights past values and then dynamically chooses the best at the current moment.

Edited December 4, 2008 by januson

[sevensa 10]

Optimization is a process that tests different parameter values as indicator input and one (person) can then choose which one that satisfies a certain risk/ reward.

 

I'm referring to a inside process in the indicator which weights past values and then dynamically chooses the best at the current moment.

 

So, you are just doing optimization on the fly. This is practically the same than optimizing over the last 30 days and repeat this every day for example. There is no way to pick the best value at the current moment without looking at the past. Just because you do it dynamically and doesn't want to call it optimization, does not mean it is not.