optimisation / Parameters

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optimisation / Parameters #425854 07/11/13 17:07 07/11/13 17:07
Joined: Apr 2013 Posts: 107 UK G Geek OP Member
Geek OP Member G Joined: Apr 2013 Posts: 107 UK	Say i run an optimisation for the below: Quote: Stop = optimize(5,2,8) * ATR(6); And then I run a backtest with Zorro using the .PAR file.... If I was then to change the Quote: ATR(6); to say Quote: ATR(3); And then backtest again and my results were better using the ATR(3); is it ok to do this or would you not recommend it? Would using the lesser time period for ATR also tighten up the stop?

Re: optimisation / Parameters [Re: Geek] #425878 07/12/13 08:06 07/12/13 08:06
Joined: Jul 2000 Posts: 28,022 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 28,022 Frankfurt	Yes, it tightens the stop. After changing the ATR period, you must do the optimization again. Otherwise it's curve fitting.

Re: optimisation / Parameters [Re: jcl] #425886 07/12/13 09:24 07/12/13 09:24
Joined: Apr 2013 Posts: 107 UK G Geek OP Member
Geek OP Member G Joined: Apr 2013 Posts: 107 UK	Perfect, exactly the info I needed, many thanks.

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