Adding one more type of exit will decrease the chances of curve fit > Do you agree optimising TP and SL will curve fit - Part 2 - Ripple (Ripple Transaction Protocol) - General

Dua Yong Rew 2014.05.02 02:14 #1

a continuation of this thread

https://www.mql5.com/en/forum/12373

Since optimising TP and SL has a high chance of curve fit.

If adding one more type of exit like time exit or reverse signal or ... will it decrease the chance of curve fit?

Over-optimization (curve fitting) Trailing Stop : Does Backtesting opinion

Rogerio Figurelli 2014.05.02 02:51 #2

I vote yes, mainly if you use SL just for security reasons, like protection against very unpredictable news, and not as the main strategy exit.

One way to control this curve fit, using such different exits, is measure the frequency of SL against other exit methods.

Error 4756 Invalid Stops Trailing Bar Entry EA If your strategy is

Dua Yong Rew 2014.05.02 03:02 #3

figurelli:

I vote yes, mainly if you use SL just for security reasons, like protection against very unpredictable news, and not as the main strategy exit.

One way to control this curve fit, using such different exits, is measure the frequency of SL against other exit methods.

Liked

Alain Verleyen 2014.05.02 08:05 #4

figurelli:

I vote yes, mainly if you use SL just for security reasons, like protection against very unpredictable news, and not as the main strategy exit.

One way to control this curve fit, using such different exits, is measure the frequency of SL against other exit methods.

The best way to avoid curve fitting is to not optimize at all.

Dua Yong Rew 2014.05.02 08:15 #5

angevoyageur:
The best way to avoid curve fitting is to not optimize at all.

definitely but you may not get the most out of the market unless the EA is really smart.

did you vote?

Alain Verleyen 2014.05.02 08:40 #6

doshur:

definitely but you may not get the most out of the market unless the EA is really smart.

did you vote?

I voted Yes. And I prefer smart EA rather than optimized EA.

Ovidiu Caslariu 2014.05.02 14:57 #7

A true Yes in my opinion is the right option here.

Dua Yong Rew 2014.05.03 06:40 #8

There are more yes than no.

Answer is very clear now.

To decrease the chance of curve fitting, ea should have more exit type apart from standard tp and sl.

Dua Yong Rew 2014.05.03 06:59 #9

angevoyageur:
I voted Yes. And I prefer smart EA rather than optimized EA.

Any tips for making ea smarter?

Alain Verleyen 2014.05.03 09:18 #10

doshur:
Any tips for making ea smarter?