Backtesting & curve fitting

Discussion in 'Strategy Building' started by eusdaiki, Apr 25, 2012.

  1. All trading (as the term is generally used on ET) is curve-fitting. The only difference is in the degree of fitting.

    IMO a bigger question is why so many people keep looking for one successfully-tested system across all kinds of symbols and all kinds of market regimes. It's like looking for the unified field theory.

    Why not find something that works in trending markets, something that works in churning markets, something that works in jumpy markets - and then figure out how to differentiate between the various regimes so you can turn the methods on/off as appropriate.
     
    #11     Apr 30, 2012