Topic: CURVE FITTING
Of course, using the generator to develop a strategy will result in curve fitting, and the longer we run the generator to develop the strategy...... of course, the more curve fitting.
Some Remedies
Do a walk forward using the dates tool in the History Center
Use standard indicator values
Use short generator times, as the longer the generator runs - then the better the fit
Monte Carlo
Multimarkets
Comparator
I think that these should be able to reduce curve fitting significantly.
I welcome suggestions as to other means to reduce curve fitting. Please add your ideas to this thread.
If there is some technique that can be added to FSBPro, please describe it here so that Popov can consider adding it to the software.
As there will be some degree of curve fitting in every strategy, we have to accept that it exists.
Also, because each strategy is going to have some type of difficulty we are going to need more than one strategy.
Because each strategy is going to have periods that it will not be trading, we will have to have more than one strategy.
The portfolio feature in the program will be able to demonstrate what is needed in order to fill in the gaps.
Please add whatever ideas you may have to this thread regarding management of Curve Fitting.
Thank you
Good Trading..!