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		<title><![CDATA[Forex Software — What are we fighting against ? Over-Optimization only ?]]></title>
		<link>https://forexsb.com/forum/topic/8740/what-are-we-fighting-against-overoptimization-only/</link>
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		<description><![CDATA[The most recent posts in What are we fighting against ? Over-Optimization only ?.]]></description>
		<lastBuildDate>Sat, 08 May 2021 05:06:35 +0000</lastBuildDate>
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			<title><![CDATA[Re: What are we fighting against ? Over-Optimization only ?]]></title>
			<link>https://forexsb.com/forum/post/64988/#p64988</link>
			<description><![CDATA[<div class="quotebox"><cite>Popov wrote:</cite><blockquote><p>I think the only way to find some reasonable answer is to have measurable data.</p><p>A long time idea is to make a system that compares (optimises) the generating -&gt; optimising -&gt; validating workflow.</p><p>For example, we can generate Collections with different methods and settings and then find which workflow makes bigger or more reliable profit on newer data.</p><p>One possible scenario is to generate collections one the same data and to store them together with the settings.<br />Then to test them on newer data and to sort them on different criteria. in that way, we will know which settings and workflow have better results.</p><p>We can make a social platform for finding the best workflow based on EA Studio.<br />Let&#039;s say traders generate collections on a defined market (for example Premium Data H15 UTC from 01-01-2019 to 01-01-2021). The collections can be generated with various settings of the Reactor with various tools switched on.</p><p>The traders to be possible to &quot;Push&quot; the collections with the settings to a Database. Then we can have a service that calculates the Collections on new data and show stats. </p><p>It is possible to find which tools or options and settings make difference. <br />For example, if the Optimiser makes a better profit on newer data or overoptimizes.</p><p>We can even have this as a continuous process and have data every month. Let&#039;s say, to have the settings that produce a greater profit. Or what OOS per cent is better. Or if the Multi Market makes difference.</p><p>What do you think?</p></blockquote></div><p>hello<br />I wanted to know what &quot;newer data&quot; is?<br />Do you mean we should generate strategy on our broker&#039;s data and after generating we select the good ones then we run them on data from another broker to see if they really are profitable experts??<br />Could you please explain more about that? I&#039;m a bit confused.<br />Thank you so much.</p>]]></description>
			<author><![CDATA[null@example.com (Alex_00)]]></author>
			<pubDate>Sat, 08 May 2021 05:06:35 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/64988/#p64988</guid>
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			<title><![CDATA[Re: What are we fighting against ? Over-Optimization only ?]]></title>
			<link>https://forexsb.com/forum/post/64483/#p64483</link>
			<description><![CDATA[<p>I think it is a great Idea!<br />this will allow us to go forward and have reliable data to rely on</p><p>EA Studio is so powerful and have so much good tool that we get lost with our testing.<br />We want to try everything but we get lost on what work really.<br />A tool like that will help us monitoring what we are doing and what really work.<br />For me thats a genuine idea</p>]]></description>
			<author><![CDATA[null@example.com (jordytr971)]]></author>
			<pubDate>Mon, 29 Mar 2021 10:18:45 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/64483/#p64483</guid>
		</item>
		<item>
			<title><![CDATA[Re: What are we fighting against ? Over-Optimization only ?]]></title>
			<link>https://forexsb.com/forum/post/64472/#p64472</link>
			<description><![CDATA[<p>I think the only way to find some reasonable answer is to have measurable data.</p><p>A long time idea is to make a system that compares (optimises) the generating -&gt; optimising -&gt; validating workflow.</p><p>For example, we can generate Collections with different methods and settings and then find which workflow makes bigger or more reliable profit on newer data.</p><p>One possible scenario is to generate collections one the same data and to store them together with the settings.<br />Then to test them on newer data and to sort them on different criteria. in that way, we will know which settings and workflow have better results.</p><p>We can make a social platform for finding the best workflow based on EA Studio.<br />Let&#039;s say traders generate collections on a defined market (for example Premium Data H15 UTC from 01-01-2019 to 01-01-2021). The collections can be generated with various settings of the Reactor with various tools switched on.</p><p>The traders to be possible to &quot;Push&quot; the collections with the settings to a Database. Then we can have a service that calculates the Collections on new data and show stats. </p><p>It is possible to find which tools or options and settings make difference. <br />For example, if the Optimiser makes a better profit on newer data or overoptimizes.</p><p>We can even have this as a continuous process and have data every month. Let&#039;s say, to have the settings that produce a greater profit. Or what OOS per cent is better. Or if the Multi Market makes difference.</p><p>What do you think?</p>]]></description>
			<author><![CDATA[null@example.com (Popov)]]></author>
			<pubDate>Sun, 28 Mar 2021 18:06:11 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/64472/#p64472</guid>
		</item>
		<item>
			<title><![CDATA[What are we fighting against ? Over-Optimization only ?]]></title>
			<link>https://forexsb.com/forum/post/64471/#p64471</link>
			<description><![CDATA[<p>Hello, </p><p>I&#039;m in this &quot;game&quot; for many years now without success so I&#039;ve decided to return to the basics!</p><p>Why an EA thats show great equity curve on backtest fail on live trading ? </p><p>- Over-Optimization is the most critical part of why EA&#039;s Fail on live trading<br />- Another part is in backtest DATA, The backtest Data and live data should &quot;match&quot;<br />- Quality of the data, we do not want big gap or anything weird in the data</p><br /><p>I think if we generate EA&#039;s thats not been Over-Optimized and have been created on good data, Live trading should be very good and show good profit ! but we all know thats not the case !<br />It is &quot;easy&quot; to generate EA with good data and that have not been Over-optimized (Thanks OOS)<br />So why EA&#039;s keep failing !? </p><p>An EA that passed OOS of lets say 6 month should easily perform on live data for at least 2 month isnt it ?<br />So why these EA fail too ? what are we fighting ?</p><p>Thank you</p><p>Sorry for my english, its not my first language</p>]]></description>
			<author><![CDATA[null@example.com (jordytr971)]]></author>
			<pubDate>Sun, 28 Mar 2021 17:07:58 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/64471/#p64471</guid>
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