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what do you think of the equity curve
- Thread starter robinxing
- Start date
It's over-optimization.
Ask your friend for the equity curve of the same system of longer period, 2-3 years, then you will see the real picture.
Good system need no reoptimization from time to time. Same system working all the time.
Ask your friend for the equity curve of the same system of longer period, 2-3 years, then you will see the real picture.
Good system need no reoptimization from time to time. Same system working all the time.
Quote from robinxing:
an intraday system trading HSI futures
it has minus 3 points per trade (slippage+commission)
a friend shows it to me
does the system robust?
I have strategies with similar result in the same period, looks great but depending on market situation (which keeps changing for HSI ), may turn out to be fiasco in realtime trading.
Quote from robinxing:
It's over-optimization.
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josean
why do you think so ?
there are a basket of parameters which generates similar result
and the pic does not show the best parameter
just the average result
the range between the best and worst result is not more than 500 points