How to read the "Optimization Graph" to filter out the overfitting?

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thomas2004
337
thomas2004  

Hi all,

One can do the optimization in MT4. This is good. But one has to pay attention to not having the Overfitting. I wonder how to filter out the overfittung result according to the "Optimization Graph"?

And, the "Optimization Graph" has 2D feature. Fro mdark green to light green. What do these mean? 

Ex Ovo Omnia
3360
Ex Ovo Omnia  
thomas2004:

Hi all,

One can do the optimization in MT4. This is good. But one has to pay attention to not having the Overfitting. I wonder how to filter out the overfittung result according to the "Optimization Graph"?

And, the "Optimization Graph" has 2D feature. Fro mdark green to light green. What do these mean? 

The usual approach is parameters tuning on 60% of the available time data range, then confirmation of the best sets on the remaining interval.

The 2D map is a visual confirmation about randomness of your result - if the green areas are scattered, then the system is weak, and if they are clustered, then it is robust.

thomas2004
337
thomas2004  
Ex Ovo Omnia:

The usual approach is parameters tuning on 60% of the available time data range, then confirmation of the best sets on the remaining interval.

The 2D map is a visual confirmation about randomness of your result - if the green areas are scattered, then the system is weak, and if they are clustered, then it is robust.

Bei 2D means I can use at most two parameters to do the optimation, right? If I have more than 2 parameters, maybe I have to many times optimization as this post tells?

https://www.mql5.com/en/articles/1434

My "Optimization Graph 2D" looks as follow. Does this mean my system is very weak?

How Not to Fall into Optimization Traps?
How Not to Fall into Optimization Traps?
  • 2007.08.23
  • Shashev Sergei
  • www.mql5.com
Creation of a trading system, first of all, consists in formulation of rules that would open and close a long or a short position. These rules usually contain some indicators and parameters. If they are changed, the profitability of the trading system will change, too. The question occurs very frequently: Is there any necessity to optimize...
thomas2004
337
thomas2004  
Beisdes, the problem by me is, every time I repeat the optimization, the "Optimization Results" are quite different though the parameters and seetings not changed. I wonder what is the reason?
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