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Originally Posted by vincethebeast
Yep, I know the feeling...
Been rather busy (behind the scene this time) the last few weeks doing similar things. Still running 9 different forward tests as we speak but I find it hard to say which strategy works best..
I have done half yearly backtest, 2 monthly backtests etc etc. All with different results. The problem remains that it is hard to tell what works best in the long run. Results of just a few weeks are not telling us a lot I think... On top of that we have the difficulty in choosing a version and stick with this one for a while to see difference in settings (and not just differences caused by version changes...)
Will keep everyone posted,
Vince
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Vince
Very glad to see that your still at it. The problem is that we are trying to optimize this thing to death. With defferent currencies, timeframs, modes and yes even brokers. If one finds which variables that actually control the out come of this system then the system can be made to have maket dynamic adjustments inbedded in it. I have in the past seggested that several tests be made useing a random number generater. Those test would of showed which variable control performance and which to give little attention to. You and fikko are wise to have done this testing but the work has just stated.
The CockeyeCowboy