what do you think of the equity curve

josean

I remembered you said you recalculated the parameter

after half one month

now you say a good system never optimize the parameter

is it a contradiction?
 
i don't think HSI futures is liquid enough for intra-day, while holding overnight, the opening gaps can really screw u
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sure the ask bid spread sometimes is large
 
Can you remind me where did I say such words ?




Quote from robinxing:

josean

I remembered you said you recalculated the parameter

after half one month

now you say a good system never optimize the parameter

is it a contradiction?
More...
 
Can't you understand five month of data is not long enough to legitimate anything, even for intraday systems? But surely you can trade any idea on mind with your own money, go ahead.

So far as "Arbitrary" is concerned , you have not answered my last question, where did you hear that I made reoptimizations every half a month. Can you give us the original quote, or it was just another creative work of your imagination?


Quote from robinxing:

we are here to share ideas and experience

is it arbitrary to judge the system over optimized

before you look into it ?
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josean

it is away from the topic


and I can not see any relationship between your opinion that the system is over optimized and your words
 
It is of course far "away from the topic ", but still I am very interested to know, on what basis you made the allegation that I re-optimize my strategy every half a month ?

In case you can not find anything to support your words, may I ask then, is it your habit to base your words on some unreliable memory ,or rather , some fancy imagination ?


Re over-optimization, I have made my point clear.






Quote from robinxing:

josean

it is away from the topic


and I can not see any relationship between your opinion that the system is over optimized and your words
More...
 
Josean

Ok maybe I am wrong about the memory of recalculation

but I do not have intension to offend you

and we are here to prone our skills

I hope everybody will enjoy sharing with other people
 
Well ,that's good.

So please consider my suggestion of testing the strategy with more data. It will save a lot of trouble/ pressure in realtime trading later.



Quote from robinxing:

Josean

Ok maybe I am wrong about the memory of recalculation

but I do not have intension to offend you

and we are here to prone our skills

I hope everybody will enjoy sharing with other people
More...
 
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