Originally Posted by kalmar
10 parameters with Brute force sounds too overfitted laugh

Originally Posted by danatrader
Aren't you scared of Bruteforce optimising?

About this... I just reviewed my code for the first time in months. Actually, it's only 4 parameters trained. This is why my blog said "10 or less"! grin

They are:
* Number of assets allowed to trade in the market at a time
* Nominal margin consumed (assuming Leverage = 2)
* Max portfolio allocated to any given asset
* Max portfolio excursion

Blog updated likewise.

www.vitaltrades.com - andrew@vitaltrades.com