Stocks & Commodities V. 43:03 (52): Algo Q&A by Kevin J. Davey
Product Description
Algo Q&A by Kevin J. Davey
SLIPPERY SLOPE
I am running a backtest, and I optimized one input which was a look-back length. I first tried optimizing 20–30 bars for the optimum length, but later tried 10–30 bars, and the second test looked much better. Is this OK to do? I have not changed the strategy, which you advocate against.
This is an interesting question, as at first glance, it appears to be a benign change to an input range ...
SLIPPERY SLOPE
I am running a backtest, and I optimized one input which was a look-back length. I first tried optimizing 20–30 bars for the optimum length, but later tried 10–30 bars, and the second test looked much better. Is this OK to do? I have not changed the strategy, which you advocate against.
This is an interesting question, as at first glance, it appears to be a benign change to an input range ...
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