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Entries Tagged as 'chameleon'

Should you be trading a chameleon?

November 3rd, 2009 · No Comments · Backtest, Strategies

Thanks 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 […]

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