I’ll let you into a little secret. All of our codes are a curve fit.
very probably you are right Vonasi… even simpliest defintion of the rules for entry and exit is kind of curve fitting, based on the knowledge or at least idea about how profiting from buying/selling works/might work. so there is really basically only one big answer to be figured out: what is “bad” and what is “good” curve fitting. and of course – I don’t know the answer. I can just tell that I did not come accross any commonly known indicator which would convince me that working with it would result in “good” curve fitting, so I try to eliminate all of them. and still I can tell, that I “like” curve fitting (seting rules for entries and exits) which is linked to volatility, while still avoiding using all of the commonly known volatility “indicators”.
and then it came to my mind the code which is probably most known, least used – but also least curve fitted:
BUY & HOLD
…will not work for currencies, but for major stock indices, commodities, bonds, over very long time period 😉
