Topic: What are we fighting against ? Over-Optimization only ?
I'm in this "game" for many years now without success so I've decided to return to the basics!
Why an EA thats show great equity curve on backtest fail on live trading ?
- Over-Optimization is the most critical part of why EA's Fail on live trading
- Another part is in backtest DATA, The backtest Data and live data should "match"
- Quality of the data, we do not want big gap or anything weird in the data
I think if we generate EA'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 !
It is "easy" to generate EA with good data and that have not been Over-optimized (Thanks OOS)
So why EA's keep failing !?
An EA that passed OOS of lets say 6 month should easily perform on live data for at least 2 month isnt it ?
So why these EA fail too ? what are we fighting ?
Sorry for my english, its not my first language