Topic: Robustness

Forex Strategy Builder Pro now has a lot of tools designed to help us build worthwhile systems....

There are so many tools, in fact, that we can get lost with all of the results.

The desired result is a system that will give us profits steadily without a huge risk which leads to the requirement of system robustness.

Without a robust system we will be topping up our accounts on a regular basis.

I gathered from a Google search several articles which give us some clues as to how to build a robust system and how to test for robustness..

People discuss curve fitting often, I think we can reduce curve fitting by following the ideas in some of these articles.

Please be sure to have a look at these articles and then please add comments and questions and suggestions to the thread as this topic is critical for all of us.

Enjoy...!!


http://turtletrader.com/robust-trading-system/

http://www.dukascopy.com/fxcomm/fx-article-contest/?Key-Factor-To-Build-Robust=&action=read&id=898&language=en

http://www.vbosystems.info/blog/robustness-of-algorithmic-trading-systems

http://www.automated-trading-system.com/robustness-definitions/

http://www.automated-trading-system.com/bliss-recipe-robustness-spice/

http://www.modustrading.com/RobustTradingSystems.htm

http://www.stator-afm.com/what-is-a-robust-trading-system/

Re: Robustness

thanks

Re: Robustness

Here's a primer on over-optimization.

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Re: Robustness

Here are wonderful graphs that help us choosing the right parameters.
http://www.oxfordstrat.com/trading-strategies/volatility-squeeze/
(it's just an example)