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?
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?
