using ggo and gwfo
Posted: Wed Nov 22, 2006 9:20 pm
Hi,
I am a ggo and gwfo user. i got the license a few months before Wouter
sold the company.
I am still trying to figure out if the whole process of developing a trading system using the ggo and basing it on the methodology set by Pardo in his book "Design, testing and optimization of trading systems" is a reliable process.
From my experience - some of the strategies stopped working immediately after the Oos period ended and some continued working.
i was not able to define the reasons why. all my strategies had at the most 5 parameters that were optimized.
i would really be happy to learn from other peoples experience.
thanks
Kot
I am a ggo and gwfo user. i got the license a few months before Wouter
sold the company.
I am still trying to figure out if the whole process of developing a trading system using the ggo and basing it on the methodology set by Pardo in his book "Design, testing and optimization of trading systems" is a reliable process.
From my experience - some of the strategies stopped working immediately after the Oos period ended and some continued working.
i was not able to define the reasons why. all my strategies had at the most 5 parameters that were optimized.
i would really be happy to learn from other peoples experience.
thanks
Kot