how do you think optimize a strategy not too much?

Discussion in 'Trading' started by cf0532, Apr 27, 2023.

  1. cf0532

    cf0532

    when we optimize a strategy by parameters, we should comfirm this is not too much.
    Take for an example, define a parameter 'a';
    if 'a' > 0, we long; else we short;

    Create a strategy with only this one parameter, I think we can't confirm this strategy optimized too much if we only test 10 trades; but if we test 100 trades, maybe we can confirm this strategy is ok;

    Others we should consider many parameters and evaluate the strategy;
    Is there a system method for evaluating like this?
     
    murray t turtle likes this.
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  3. %%
    THAT maybe ok, cf0532,100 trades of months, 120 months total, maybe ok. So it gets a bull + bear trend cycle, to be ok.
    All the data;
    + 4,000+ years if available, with discretion, is even better:caution::caution:
     
    cf0532 likes this.