Very interesting. Thanks for sharing Matt. How do
you avoid curve fitting given the limited number of indices?
Do you back-test using individual stocks?
z0ned - regarding curve fitting that's the whole point of making
these visually. curve fitting only tends to be a problem when
someone runs a backtest, for example they test a moving average
cross system and test all the MA lengths. This visual test
are real live so avoid crap like that - vs just randomly testing
all the settings on a bunch of variables, make sense?
Newsletter
Subscribe to our email list for regular free market updates
as well as a chance to get coupons!
Very interesting. Thanks for sharing
example of system building
Posted by z0ned on 4th of May 2020 at 08:08 am
Very interesting. Thanks for sharing Matt. How do you avoid curve fitting given the limited number of indices? Do you back-test using individual stocks?
z0ned - regarding curve fitting
Posted by matt on 4th of May 2020 at 09:49 am
z0ned - regarding curve fitting that's the whole point of making these visually. curve fitting only tends to be a problem when someone runs a backtest, for example they test a moving average cross system and test all the MA lengths. This visual test are real live so avoid crap like that - vs just randomly testing all the settings on a bunch of variables, make sense?