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 ========================================== sure the ask bid spread sometimes is large
we are here to share ideas and experience is it arbitrary to judge the system over optimized before you look into it ?
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?
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.
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.