Search found 2 matches

by James A
Fri Mar 31, 2006 10:05 pm
Forum: Trend Indicators and Signals
Topic: Adaptive systems vs. curve fitting
Replies: 18
Views: 25140

Re: Adaptive systems vs. curve fitting

I've read a lot about how curve-fitting a system is bad, and I can definitely understand that for a static system whose rules don't change, curve-fitting is a disaster. However, if you design a system that adapts over time by adjusting a few key parameters, in theory you can adjust to changing mark...
by James A
Fri Mar 31, 2006 9:47 pm
Forum: Trend Indicators and Signals
Topic: Reducing whipsaws
Replies: 1
Views: 5204

Re: Reducing whipsaws

I am using a long only US equity breakout system that I am testing during the 2000 to 2002 bear market. ... I am asuming that if the system will keep me reasonably well out of trouble during the worst of times it should be doing relatively fine in good times. Any thoughts on this would be appreciat...