I regularly re-optimise a stock to assess the "drift" away from my current "optimisation", i.e. to see if the stock appears to be losing correlation with how I once thought it was trading. But I keep the original optimisation until I have strong evidence that the old optimisation is no good.
It's not necessarily obvious when a stock needs to be re-evaluated this way. It's something I'm working on. It's ultimately about having "confidence" in an "optimisation". The other thing I should have said earlier is that in finding an optimisation for a stock I'm looking for the most consistent (across several BT periods) rather than the one that returns the highest gain/trade, having found that the stock appears to offer consistency. Jawed -----Original Message----- From: Howard Larson [mailto:[EMAIL PROTECTED] Sent: 20 January 2005 19:51 To: [email protected] Subject: RE: [bestcharts] Re: BC versions 4.32/4.321 [...] I accept the idea that B-C's parameter set needs to be periodically re-optimized. The key is to recognize when the stock's chart has changed sufficiently to require this. Or, do we give up and re-optimize every time we look at the chart. hl ------------------------ Yahoo! Groups Sponsor --------------------~--> Has someone you know been affected by illness or disease? Network for Good is THE place to support health awareness efforts! http://us.click.yahoo.com/Rcy2bD/UOnJAA/cosFAA/GHeqlB/TM --------------------------------------------------------------------~-> Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/bestcharts/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
