thanks again, another Interesting topic!
So what does this mean? Well it means that your code shouldn’t be looking “too good”, do not aim for perfection, aim for robustness. If you manage to buy “every dip” and your still profitable but with less win%, then i would trust the “buy every dip” code rather then a 90% win rate dip-buying code. Don’t make codes trying to be exact and perfect, make systems that are easy. Easy to explain, easy to show and easy to code. One of my favorite quotes from trading are (and as always im paraphrasing) “Make sure your code doesn’t fit like a glove, it should fit like a mitten. More wiggle room for the price, more chance for failure, but also more robust when it comes to new data”
@jebus89, if a system performance is “not so good” on most of the friday trades from the past 2 years. Will you add a condition to avoid friday trading? In consequence, do you consider it’s kind of curve fitting? or acceptable
