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A lot of stuff to look at, right??This is a massive undertaking. And when you optimise more than two variables at a time you lose the ability to see 3d optimisation charts that can help you see hot spots where variable placement is likely to be most robust.The objective measure is not a bad idea, but it can tend to make the assessment of a system quite one dimensional. Looking at the equity curve probably helps. But I think there is an element of common sense and introspect that comes into deciding how to optimise and select a set of variables.A combination of what Ed Seykota refers to as the steam-roller and the hunt-and-peck approach.ASX.G
A lot of stuff to look at, right??
This is a massive undertaking. And when you optimise more than two variables at a time you lose the ability to see 3d optimisation charts that can help you see hot spots where variable placement is likely to be most robust.
The objective measure is not a bad idea, but it can tend to make the assessment of a system quite one dimensional. Looking at the equity curve probably helps. But I think there is an element of common sense and introspect that comes into deciding how to optimise and select a set of variables.
A combination of what Ed Seykota refers to as the steam-roller and the hunt-and-peck approach.
ASX.G
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