Poll: I trade only properly optimised systems

[OddTrader]

Do you trade only properly optimised systems?

 

[uncertain]

Please give an example of a system that is right on the borderline between "properly optimised" and "improperly optimised".

 

[empee]

Isn't this an oxymoron since you can't optimize a system? (Ie you can only optimize it for backtested results, not future).

 

[TrueStory]

If it's properly optimised, it's probably over-optimised. So no.

 

[OddTrader]

Quote from TrueStory:

If it's properly optimised, it's probably over-optimised. So no.

If it's properly optimised, it's not probably over-optimised. So yes?

Quote from uncertain:

Please give an example of a system that is right on the borderline between "properly optimised" and "improperly optimised".

 

[TrueStory]

If your definition of "properly optimised" is the correct one (rare), then YES.

 

[OddTrader]

Quote from empee:

Isn't this an oxymoron since you can't optimize a system? (Ie you can only optimize it for backtested results, not future).

Nobody would know the future, whether ot not trading with an optimsed system. So yes?

 

[Hook N. Sinker]

The alternative to back testing is fantasize and hope.

 

[OddTrader]

Personally I would consider that basically every trading method or system that has been trading realtime for a period of time should have been evaluated "tested/ proved", whether by computers, manual, eyeballs or profits/ losses.

And any adjustment or improvement that has been made during the process of developing the method/ system can be considered Optimisation to certain degree.

Saying that trading a system without Any adjustment/ improvemnet (aka optimisation) would be beyond my comprehension.

That's why I think practically every profitable system is probably a properly optimised one.

 

[dandxg]

Quote from Hook N. Sinker:

The alternative to back testing is fantasize and hope.

Or forward test on a good sim, which I believe even one should do after backtesting, atleast for a couple of weeks.