>>>>>1 Start with optimization using historical data;
2 Run the real AIM with approximately the optimized data but temper the aggression factors of Vortex somewhat;
3 Run the AIM for say 6 months or so to see how the trend develops, if the Price behavior is drastically different then the optimized parameters will not be effective;
4 Redo the optimization after removing a 6 months data at the back-end of the old Data-Set and optimise to the current date. This would reset the Parameters with historical data shifted to the latest date. . .Then wait 6 month again and if required repeat the optimization.
In case the stock behavior remains “on “ target” then the result will be close to the optimum. . . if not then you keep re-optimizing. <<<<
The issue still remains:
If you have a security that stays relatively flat or just on a mild projectory and optimize for that, if the security then crashes, you have not allowed for enough cash. Even if you alter your parameters, it might be too late. If you then optimize for a security that is very volatile and the volatility decreases, yiu might be holding too much cash or did something to spread the trades out more than they need to be.
Personally I will always think of changing the parameters at the wrong time so I just leave them alone.
Toofuzzy
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