Yes, I have been waiting for the 4th article 🙂 It is very interesting how you approached it and I am eagerly awaiting your results as I am not a programmer, so it is hard for me to back test this much data (I do it manually, takes for ages).

keep up the great work..
Andras

Andras, you’re right it has been a while. I’ll put this on the list for future articles. I’ll try to get to it soon. The earliest would be late August, however. Thanks for letting me know you’re interested in seeing new articles on First Strike.

I am eagerly waiting the next episode of this series. Do you have an idea when it will be ready?

thanks so much.

Andras

Well said. Thanks!

Hello Mark. I think I understand what you are asking. By optimizing on the baseline system you are not taking into account other filters or variables which can increase the chances of curve fitting due to the interaction of the two filters. In short, you really want to avoid optimizing parameters when multivariables are being used. The more parameters you have, the more optimized the system. The more optimized the system, the more you increase the chance of curve fitting. Thus, I optimize values interdependently. If you do independently optimize two filters then introduce them to together and make a decision not to use one of the filters, yes you are optimizing and may be curve fitting. However, you can never completely get away from curve fitting. It’s always a possibility of life, much like getting into an auto accident when driving. You do your absolute best to minimize the chance. However, you must get into your car to reach your destination and you must make decisions and put your money at risk to reach your trading goals.