Forums › ProRealTime English forum › ProOrder support › How to avoid over optimization in algos ? › Reply To: How to avoid over optimization in algos ?
05/14/2020 at 12:51 PM
#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