Hi,
Thanks for the article. I tried it but somehow I dont get the nice equity curve (even for the training period) in MT5 backtest as it is shown in python (see below). When I backtest with your EURUSD EA from your article it works. What can I solve the error?
228713
New article Advanced resampling and selection of CatBoost models by brute-force method has been published:
This article describes one of the possible approaches to data transformation aimed at improving the generalizability of the model, and also discusses sampling and selection of CatBoost models.
A simple random sampling of labels used in the previous article has some disadvantages, such as:
Model 1 has autocorrelation of residuals, which can be compared to model overfitting on certain market properties (for example, related to the volatility of training data), while other patterns are not taken into account. Model 2 has residuals with the same variance (on average), which indicates that the model covered more information or other dependencies were found (in addition to the correlation of neighboring samples).
Author: Maxim Dmitrievsky