A word of caution to lovers of optimizing intraday systems.

Joe Krutsinger Sells His Trading Systems Highly. Along 5000 Dollars. Systems are designed for intraday trading. He says that they need to be periodically optimized separately for each instrument and for each timeframe and gives as examples quite ideal optimized equity. Probably he believes that the parameters of systems have memory and after optimization for some time they are profitable. Maybe he doesn't believe, but just so it is more convenient for him to sell his systems. But, anyway, his systemic trading is not very sticky, judging by the results on StrategyExchange. Results are similar to random, type of coin trading:

http://www.strategyxchange.com/ProductDetails.asp?ProductCode=IC_JOE_KRUTSINGER_1

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