I used the AlgoTradingDemo1.m with SMA+RSI to find an optimal parametres for few currencies and I received the following error.
Error in @(x) marsiFun(x,BundClose,annualScaling,cost);
Error in parametersweep at 57
Error in AlgoTradingDemo1 at 35
[maxSharpe,param,sh] = parameterSweep(fun,range);
The loop change the FX price and gives each time different parametres for each currency.
Could you please give me an idea of what could cause this error?
I run the Algotrading1 and Algotrading2 with different data, but the result for the best ledlag is the same for different datas, such as 10:394 and 2:396.
why do my best estimators not change when I use different datas?