Forums › ProRealTime English forum › ProOrder support › MoneyMakerFX Algo › Reply To: MoneyMakerFX Algo
01/14/2020 at 10:46 PM
#116823
I do not have 200k so please can you optimise it over 200k bars and post results here please. All the settings are there for you set up in the optimiser so it will be real easy and quick for you.
You optimised on 100k bars and got a nice equity curve and then ALZ tested those optimised values on 200k bars and that is a great 100k in sample and 100k out of sample walk backwards! ALZ says it failed which should tell us all that it is over optimised/curve fitted. Optimising it on the entire 200k bars seems pretty pointless unless you have another 200k bars of out of sample data to compare that new in sample test to?