Hey Alex....I'm feeling a bit better but still not out of the woods so I'll try to answer some of your questions.
I just gave your Tezos sheets a quick glance. Very nice results! I've done the experiments you have been doing many times in the past which is why I have a very high confidence in the program. I just wish you came along earlier and I had your improvements back then....lol. Even without them though the system has proven itself time and again.
I like to check optimizations every 2 to 3 weeks or so (on daily data), every week or so on my 4 hour charts. There is no hard and fast rule on these time frames so I'm not sure if these time frames are best, but it seems to work for me. I always want to make sure my signals are optimal for the current trend and make sure they have been adjusted if a trend change has occurred. Trend changes are easy enough to spot using the charts we have on the sheets but you never know if the trend change is gonna stick or just go back to the original trend in whipsaw like fashion. Frequent optimization checks help either way.
Do you re-optimised over an (expanding) full length of data when you trade?
Do you re-start a new chart using 3 months (or 2 x buy or sell signals) at some point?
Have you observed whether it is better to use longer strips of data?
3 months of data (daily sheets) is plenty of time to fully optimize any play. I will usually start with that then continue to use that sheet for around 6 months. After 6 months of the same sheet I will begin to think about cutting it back to 3 months again. I haven't found that the additional data is necessary to keep achieving high quality signals as long as you maintain 3 months of data or better.
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