Forums ProRealTime English forum ProOrder support How to avoid over optimization in algos ? Reply To: How to avoid over optimization in algos ?

#131653

Probably we can use the results of IS test to find a small range of each variable (Kind of what you do with your robustess test I think)

Perhaps can we construct the range for each variable with range who include 95 % of the “best results” (For each variable) or median +/- 5 %  or  90 centile +/- 5 %?

I will test it too tomorrow