How to prevent overfitting on historical data
Hello, is there a sure to prevent overfitting when testing a system over historical data?
MQL5 Cookbook: Reducing the Effect of Overfitting and Handling the Lack of Quotes - the article
And there are several mini-articles in the blogs so you can use search to find them - for example this search results.
MQL5 Cookbook: Reducing the Effect of Overfitting and Handling the Lack of Quotes
- www.mql5.com
Whatever trading strategy you use, there will always be a question of what parameters to choose to ensure future profits. This article gives an example of an Expert Advisor with a possibility to optimize multiple symbol parameters at the same time. This method is intended to reduce the effect of overfitting parameters and handle situations where data from a single symbol are not enough for the study.
Kekeletso Mofokeng:
Hello, is there a sure to prevent overfitting when testing a system over historical data?
Hello, is there a sure to prevent overfitting when testing a system over historical data?
I check and select the historic data for the market behaviour: flat, trend, trend reversal, spikes, crashes, high/low volatility, ...
And then I test an EA against theses specific scenarios.
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register