Technique help to reduce over-fitting

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  • 01/04/2021 at 12:22 AM #156134 quote
    Monobrow
    Participant
    Senior

    Ah ha, yes, good call, ill try that, 👍

    01/04/2021 at 4:09 PM #156282 quote
    Dow Jones
    Participant
    Veteran
    Paul wrote:

    maybe if a strategy has a simple fixed stoploss & profittarget (1:1?) , you could test each signal simultaneously (and cumulative) with help of arrays in v11. Now if you have a high winratio, then it’s a true high winratio.


    @Paul    , yeah, but I’m not sure how or maybe not consider worth to spend with such limitation. If someone has done it, I’m happy to learn 🙂

    01/04/2021 at 4:22 PM #156290 quote
    Dow Jones
    Participant
    Veteran
    Monobrow wrote:

    is there a reason why you chose 21? and not 25 for Random (or higher)

    Honestly, I was trying before and forget to maximize it 🙂

    Monobrow wrote:

    I think the results were pretty good

    For me, I’ll be happy with this good start, I would supplement with QTY 2-10 too, it shouldn’t being dropping to halve of the score…myself I actually run several combinations. Like Vonasi said, I guess we can only comment from surface, it is more important for you to know the strategy and apply accordingly the VRT concept. Then put it on demo and monitor if result is consistent.

    Monobrow thanked this post
    01/04/2021 at 5:14 PM #156308 quote
    Paul
    Participant
    Master

    @Dow Jones Somehow I was under the impression that set commands didn’t do the job I was after but I was wrong and the concept failed in a quick test unfortunately.

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Technique help to reduce over-fitting


ProOrder: Automated Strategies & Backtesting

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Dow Jones @yahootew3000 Participant
Summary

This topic contains 63 replies,
has 12 voices, and was last updated by Paul
5 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 08/27/2020
Status: Active
Attachments: 13 files
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