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csbro  
#1 Posted : Sunday, March 13, 2011 6:07:50 PM(UTC)
csbro

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Instructions (Book & Video) say to sort on Trade Systems then Expectations in the "IPV" but then ignores Candlesticks with a high expectation for TRIX with a much lower expectancy. The reason is expressed as a "better cluster" in the Optimization. I assume what is meant is a tighter optimizing range but I can't follow the logic of that. Is it that the OPT1, OPT2, etc.... have few integers between them or is it that there are multiple lines of Optimization within a given Trading System and within that Trading System there are closer relationships between the lines in said Trading System?
MS Support  
#2 Posted : Thursday, March 24, 2011 5:16:15 PM(UTC)
MS Support

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page 38 of the ICE manual says:

"Choose indicators that show two or three instances of similar parameters and performance (i.e. clustered parameters). An isolated indicator with a single combination of parameters that performs well is less likely to preform well in the future."

Basically, the fact that the TRIX had several listings means there was not just one, golden set of parameters that preformed really well. Its possible the single candlestick system hit one or two data blips just right and that was where most of the profit came from. You can view the results in greater detail and examine the equity curves is you like. The manual was just suggesting a principle that usually, clustered results indicate a more robust indicator for that security.
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