Laying the groundwork

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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corvus
Senior Member
Senior Member
Posts: 31
Joined: Sat Sep 01, 2007 11:41 pm

Laying the groundwork

Post by corvus » Sat Dec 05, 2009 8:56 am

I’d like to reexamine my methodology in evaluating systems, starting with what comes standard in TBP. In the past I’ve noticed that across multiple parameters there are islands of goodness and there are sandbars. I don’t think I have a problem in this area (stay away from the sandbars and the cliffs, if any, on the islands) but I do think I have a problem in that is more of an archipelago.

My question is this:

How do you manage a large set of sets of results? I would prefer not to be in the position of trying to cobble together a disjointed mass of data when a bit of planning would help minimize that frustration.

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