Avoiding over optimization& targeting strategy longevity (in SQ)

Everything we do in SQ is the epitome of curve fitting, data mining, and over optimizing. We are data mining a strategy by randomly generating the best strategies from just 1 asset’s data. We are curve fitting it based on 1 set length. Its already optimized from just those 2 previous builds, then we optimize it even more! I try to explain how to limit it has much as possible below. Professional systems are built to trade across a set of markets (futures/equities/fx) all using the same exact parameters with similar results in each market and last for decades. Thats robustness. We are not making “robust” strategies so it is of the utmost importance to be very careful.

This is the next video I’ve made. For education purposes only.
“This video is about avoiding over optimization, lightly covering ways to increase robustness, avoid certain common pitfalls, extend strategy life and increase probability of survival using StrategyQuant.”
NEW HD VERSION LINK:
https://www.youtube.com/watch?v=A5yNfnF2mZM

I cover data length, spread size, slippage, step sizing in optimization to avoid curve fitting, knowing when to reoptimize a strategy without using walk forward (and more accurately) and much more.

Enjoy.
Comment here. Share your ways too. This is just mine. Part of doing this is to start a discussion and have other SQ users input their logic of doing things.

Not sure on what video I will do next, probably money management or robustness testing and reading results. Comment any requests as well.

Someone commented in my in video to make a public “MYFXbook” account to verify my EAs. I will make a new account specifically for public use. (my other accounts are for my own private use only). The public account will just be a simple tool to prove that htey are working. Probably put like 1500-2k$ in it and will add all the EAs I make in SQ and EA wizard to it. The same ones i’ve had running live for 1 year, and any new ones I make.

yeah too bad i sold my keys….so late. should have sold it sooner.

Interesting but the issue is more than that.
That account is not pure EA however, it also has many manual trades in it. Since they risk % they are influenced by manual trading profits.

I made a pure EA account earlier today which will go live/public Monday as a ‘clean’ slate, for personal uses too, to see pure EA portfolio equity curve. It also will have several new EAs added to my old ones. The portfolio group I am working with is also producing a strategy for M15 and H1 for every Major. This account will be a fine example of that groups work once complete and will be combined with my own work. This will also be completely transparent. No part of it will be private.

It very likely there will be other releases and ideas coming in near future linking with that account as well for a specific purpose.