Over-fitting issues
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FXtrader
May 20, 2014, 10:44:37 AM5/20/14
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Whether genetic or manually there are some over-fitting issues that result in poor performance when market conditions change. How you you propose to deal with them?
TraderS
May 22, 2014, 7:08:37 AM5/22/14
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This is a difficult, unsolved problem AFAIK. Possibly through the change of systems that apply to new conditions but the problem is identifying the change on time.
Rick001
Aug 2, 2014, 8:05:11 AM8/2/14
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System must generate profits for at least 6 months in more than 20 markets. This is my criterion.
On Tuesday, May 20, 2014 5:44:37 PM UTC+3, FXtrader wrote:
TraderS
Aug 7, 2014, 7:43:50 AM8/7/14
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But is there a formal justification for that or it's just an empirical finding that suffers from subjectivity?
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