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08-12-2007, 02:06 AM
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NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Posts: 17,458
Thanks: 1
Thanked 106 times in 70 posts
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Optimizer Suggestion
At the moment doing a basket optimization produces independent results for each instrument. What would be nice is a way to optimize the parameters over the whole basket of instruments instead of the instruments individually. This way the optimizer can actually give useful parameter values that are not instrument specific.
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