Disliked{quote} Ok, I'll try to explain it in detail. One thing I disregarded above was that there might be parameters not only in the opening trades decision but also in the closing trades decision. Therefore I now split the parameter space: Let S1 resp. S2 be the space of those parameters responsible for opening resp. closing trades. Let k1(k2) be the size of S1(S2). I will consider ensembles of only 2 systems. For each element in S1 we determine the long/short decision for each trading day and save this as an element of {long, short}^N, thus getting...Ignored
It makes more sense now