optimisation / Parameters

Gamestudio Links

Zorro Links

Zorro 2.70
by jcl. 09/29/25 09:24

ZorroGPT
by TipmyPip. 09/27/25 10:05

Plugins update
by Grant. 09/17/25 16:28

AUM Magazine

Latest Screens

3 registered members (dBc, clonman, TipmyPip), 18,816 guests, and 5 spiders.

Key: Admin, Global Mod, Mod

Newest Members

krishna, DrissB, James168, Ed_Love, xtns
19168 Registered Users

Print Thread

Rate Thread

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: 28,024 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 28,024 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.

Moderated by Petra