The optimization of a trading program by Robert C. Pelletier
ARTICLE SYNOPSIS ...The optimization of a trading program by Robert C. Pelletier
Many people have purchased software which gives the opportunity to test various parameter
combinations to achieve the maximum profit results. For example, a system which may use three moving
averages to determine market entry, market exit, and, perhaps, a stop parameter, might require the
investigation of a range of moving average readings for each of the three moving averages.
Investigating all the combinations of three moving averages for a system where each moving average can
take on 10 possibilities would require the computer t...