回复：[CIC] Your Brilliant Idea

We are probably very similar. I though your are FA guy since your weekly comments looked very like the newsletters and market comments written by market analysts:-)

The problem for changing parameters dynamically is that the rules of parameter selection may be different for different periods. It is possible that I could find a rule that works very well for the last 5 years, but will fail the backtest of whole history (Maybe it shouldn't be same since the market behavior has changed). My goal is try to find a rule that works most of the time.

I never tried artificial intelligence or neural network approaches, buy my wife tried, using software packages that cost more than $100,000 and her conclusion was that it doesn't work. She gave up TA all together after that.