Over-optimized EA
Mark:
Hi!, Is there any way to know if an EA is over-optimized ?, thanks!
Generally it is the case when the out of sample results do not reside within the bandwidth of the optimized period.
When there are lots of optimizable parameters for the EA, it is prone to fitting the curve.
Something was described in this article: How to Test a Trading Robot Before Buying
And there is discussion thread about it: Over-optimization (curve fitting)
And there is discussion thread about it: Over-optimization (curve fitting)
How to Test a Trading Robot Before Buying
- www.mql5.com
Buying a trading robot on MQL5 Market has a distinct benefit over all other similar options - an automated system offered can be thoroughly tested directly in the MetaTrader 5 terminal. Before buying, an Expert Advisor can and should be carefully run in all unfavorable modes in the built-in Strategy Tester to get a complete grasp of the system.
Thank you!
Darwinex has in my opinion very good video series about that topic on youtube:
https://www.youtube.com/watch?v=wqhnFX_HZk4&list=PLv-cA-4O3y95J6xmwSaCILL4FlGJZO0PJ
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Hi!, Is there any way to know if an EA is over-optimized ?, thanks!