Search found 2 matches

by omegaman
Sun Nov 23, 2003 12:26 pm
Forum: Testing and Simulation
Topic: Optimizing with Many Parameters
Replies: 1
Views: 4970

Maybe you'd enjoy reading the book Design, Testing, and Optimization of Trading Systems. They sell it new and used on several internet sites, and it has been reviewed here on the Roundable too.
by omegaman
Wed Nov 19, 2003 5:55 pm
Forum: Testing and Simulation
Topic: Synthetic instruments, based on indicators
Replies: 11
Views: 9946

It's a crippling disadvantage to pay a round turn commission and slippage every single day. Far better to trade one of the preexisting baskets that doesn't need constant twiddling.