Sounds like a curve fit anyway so no need for that code , we have all built one of them
I’ll let you into a little secret. All of our codes are a curve fit. We only have historical data to base them on and test them on and so everything we do is curve fitting. To not curve fit we have to have never looked at historical data and then just written a code by guessing what we think will happen in the future. Then forward test that and see how we get on. I think you will find that we need to curve fit to the past to have even the slightest chance of knowing what might be going on in the future.
Of course the above code is curve fitted as I used the historical data technique rather than the guess what happens in the future technique. It is however very lightly curve fitted with just three variables (and one of them is for the downturn filter that has not been triggered in the above test) and obviously the choice of time frames used. There are no curve fitted stop loss or take profit levels but I guess you could say that the exit conditions are curve fitted as they are techniques that have worked historically and so far proven profitable in other longer time frame strategies.
It is the level of curve fitting that is important. Light = Good and Heavy = Bad. The code you are classifying as heavily curve fitted without any actual knowledge of is what I would class as light curve fitting. I will not know if my classification of light is too much curve fitting or not until I have forward tested it for a good number of trades. I’ll get back to you on the results of that one in a few years time.
If you have a completely non curve fitted code to share then please do share it – as I’m sure that everyone would be fascinated to see it. Then again if your eyes have ever seen a chart prior to writing it then it will already be lightly curve fitted.
