Forums › ProRealTime English forum › ProOrder support › How to avoid over optimization in algos ? › Reply To: How to avoid over optimization in algos ?
05/13/2020 at 7:17 PM
#131559
Well I finish the test
I explain
I have an algo who works well since 14 april, after a backtest of 2 weeks (31 march/14 april)
So I did a WF from 31 march to 6 may (2 weeks+3 weeks of WF) to see if the “prediction” of the Walk Forward was good or not
Surprisely, the results in Live are quite similar to the prediction of the Walk Forward as you see !
Very interesting