Welcome to my online repository of research and insights on automated trading system developmentThanks to marfis75 for Mr. DJ Chameleon
There are 2 approaches to systems parameters:
Decide on a set of parameters for the strategy and stick to it
Keep changing the system parameters based on the latest market conditions (chameleon approach)
The chameleon method will inherently be lagging and, as a result, might not give you very good results. Think [...]
