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• System Optimization Techniques by David S. Nicol

  ARTICLE SYNOPSIS ...System Optimization Techniques by David S. Nicol What is system optimization and is it good or bad? It's a little of both, system designers will tell you. David Nicol explains the whys and wherefores. System optimization is a controversial subject among market analysts, but it is also misunderstood by analysts and traders. So what is system optimization? When designing a technical trading system, the designer must use a mathematical formula or algorithm of some kind to produce trading signals. This is usually referred to as an indicator and can be as simple as a single moving average or as c...

AUTHOR: David S. NicolDATE: JUL 1992