StrategyQuant

[bashatrader]

Hey guys listen to this, I created an automated strategy that had about 100 parameters utilizing many levels of nested indicators recomputing ES derivatives many millions of times over. The in-sample and out-of-sample results looked stellar with no losses but when i ran it on another out of sample period it came back break even.

It should not surprise you. Quick reversion to the mean is the norm with fitted systems. I have Price Action Lab, which works only with parameter-less price patterns, but I prefer to use it in scanner mode because I like to evaluate everything in context rather than blindly following an automated trading system.