Optimize strategy.

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    Fran55
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    When know if a strategy is sobreoptimized????

    #106675 quote
    Nicolas
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    Master

    You meant: how to know if a strategy is over-optimized?

    The best way to know is by testing it (in demo, in backtest, or in live..) on a Out of sample data period (a period of time that was not present in the data you used to build your strategy).

    However you can already do that in backtesting, just by using the Walk Forward tool in the platform.

    There are a lot of topics about robustness testing and the use and interpretation of the WF method, please take time to read some of them 🙂

    Some links: https://www.prorealcode.com/topics-tag/walk-forward/

    Blog posts about WF: How to use the ProRealTime Walk Forward analysis tool – FAQ

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Optimize strategy.


ProOrder: Automated Strategies & Backtesting

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Fran55 @fran55 Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
6 years, 5 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 09/02/2019
Status: Active
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