Recent Content by fiverr

  1. Anchored Walk Forward Optimization to Avoid Curve Fitting

    Many thanks, you are awesome.
    Post by: fiverr, Oct 27, 2016 in forum: Automated Trading

  2. Anchored Walk Forward Optimization to Avoid Curve Fitting

    Gents, I have the following WFO result and it looks promising. What parameters should I pick and how often should I re-optimize my parameters?...
    Post by: fiverr, Oct 27, 2016 in forum: Automated Trading

  3. Anchored Walk Forward Optimization to Avoid Curve Fitting

    Gents, Have you guys listened to the latest interview - 060 – Strategy Optimization with Robert Pardo? It is really awesome. BTW, Robert is not...
    Post by: fiverr, Oct 17, 2016 in forum: Automated Trading

  4. Anchored Walk Forward Optimization to Avoid Curve Fitting

    Thanks Metamega!
    Post by: fiverr, Sep 30, 2016 in forum: Automated Trading

  5. Anchored Walk Forward Optimization to Avoid Curve Fitting

    Yes, I do have out of sample parameters that work well. What else can I do to ensure that I have not curve fitted. This is the reason why I also...
    Post by: fiverr, Sep 26, 2016 in forum: Automated Trading

  6. Anchored Walk Forward Optimization to Avoid Curve Fitting

    If we are depending on luck then we are gambling. Are Quants gamblers?
    Post by: fiverr, Sep 26, 2016 in forum: Automated Trading

  7. Anchored Walk Forward Optimization to Avoid Curve Fitting

    Can elaborate this part further? For example ,my P1 range is -30 to 30 and my P2 range is -30 to 30. After optimization, I find that P1 is best...
    Post by: fiverr, Sep 25, 2016 in forum: Automated Trading

  8. Anchored Walk Forward Optimization to Avoid Curve Fitting

    Statistical Trader - I am looking for concepts. Have you come across any optimization books that you can recommend? Let's say that I optimize from...
    Post by: fiverr, Sep 25, 2016 in forum: Automated Trading

  9. Anchored Walk Forward Optimization to Avoid Curve Fitting

    Gents, thanks for your replies. There are lots of authors that only perform rolling walk forward; however, I am leaning toward to anchored walk...
    Post by: fiverr, Sep 21, 2016 in forum: Automated Trading

  10. Anchored Walk Forward Optimization to Avoid Curve Fitting

    What software are you using for your WFO?
    Post by: fiverr, Sep 16, 2016 in forum: Automated Trading

  11. Anchored Walk Forward Optimization to Avoid Curve Fitting

    Here are my parameters: 1) take profit from $60 to $200 2) Stop loss from $100 to $200 3) LWMA Moving Average 1 period 30, level values from...
    Post by: fiverr, Sep 14, 2016 in forum: Automated Trading

  12. Anchored Walk Forward Optimization to Avoid Curve Fitting

    Hi there, I am looking for some feedbacks. My trading logics are on the 30M chart and I am optimizing from Jan 1, 2010 to Jan 1, 2016. My...
    Thread by: fiverr, Sep 14, 2016, 32 replies, in forum: Automated Trading