Thanks so much for your pointers! i use optimization to find the average measured move from a fixed point in time to another
"You might have a luck for some months going forward after testing, but that is usually a much too short period and also it happens very rare that you have something working in the future from now." Yes that's also (sadly) my experience so far. i found it hard to trade discretionarily, to me it is no different from gambling. and there is too much emotion attached I often overtrade and end up regretting mightily.
Hello RStrauss, There is only one way to know. There is only one way to know the answer to your question. Curve fit 100% and see what happens in the future.
Hey SML, I can tell you now. I curve fit for about a year and so far failing badly lol but thanks to position sizing and risk management I was able to break even. So confused now and thinking of giving up... Any good advice? Thanks.
Hello RStrauss, Do not give up buddy. The only advice I can say is keep on trying. Keep on trying and do your best. That is all you can really do.
Marcos Lopez de Prado in "Advances in Financial Machine Learning" https://www.amazon.com/Advances-Financial-Machine-Learning-Marcos/dp/1119482089 agrees about walk-forward optimization:
The problem is structural— all data driven models will be subject to curve fitting to a degree. If you’re not keen on the result, change the methodology