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Matthew Greenslet

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Subject : RE: Rolling Pivot Points
Posted : 8/9/2007 9:23 AM
Post #6049 - In reply to #4233

If you do not want your signals to change as a result of optimization Click Edit | To Do List and under the Test Settings tab use a fixed back test period. This will prevent the back test from shifting automatically so OT will always use the same data set for optimization which will always result in the same settings. However please note that at some point you will want to manually move your back test period to a closer date. If your strategy relies on optimization, the further you get away from your back test boundary the signal accuracy will degrade.

[Edited by Matthew Greenslet on 8/9/2007 9:24 AM]

Deleting message 6049 : RE: Rolling Pivot Points


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