multiple testing

Hi,

 

It’s well known that the methodology used in strategy quant introduce false discovery of the strategies.

 

http://link.brightcove.com/services/player/bcpid2207682327001?bckey=AQ~~,AAAAt6-8xFk~,r8nyyutNWdB9cOzqmiiiQxC0oXMNGP7d&bclid=2204845638001&bctid=3878525144001

http://eranraviv.com/multiple-testing/
 

http://www.financial-math.org/

 

see also David H. Bailey, Jonathan M. Borwein, Marcos Lopez de Prado and Qiji Jim Zhu, “Pseudo-mathematics and financial charlatanism: The effects of backtest over fitting on out-of-sample performance,” Notices of the American Mathematical Society, May 2014, pg. 458-471

 

Can you introduce the measure probability of backtest overfitting ??

 

Krzysztof

I know how to test the indicators and we done it in the way you describe, not only for MT4 but for all the platforms. You don’t need to teach me these things.

 

All the indicators will have open source in new SQ 4, and also all their tests will be public, so you’ll be able to see it then.

I know how to test the indicators and we done it in the way you describe, not only for MT4 but for all the platforms. You don’t need to teach me these things.

 

All the indicators will have open source in new SQ 4, and also all their tests will be public, so you’ll be able to see it then.

Great

after attempt of create a new topic in Quant Analyzer section i’m getting ‘page not found’ error. See screenshot.

 

Krzysztof

Hi,

 

I still can not post a new topic. All the time the same error ‘page not found’ I cleaned all cookies from this site, change the browser etc but it don’t help

 

Krzysztof

Do you still experiencing the error? Do you just click on “Start New Topic” in Quant Analyzer – General Discussion and this happens?

Do you still experiencing the error? Do you just click on “Start New Topic” in Quant Analyzer – General Discussion and this happens?

Yes, still ‘page not found error’.

 

Krzysztof

I know how to test the indicators and we done it in the way you describe, not only for MT4 but for all the platforms. You don’t need to teach me these things.

 

All the indicators will have open source in new SQ 4, and also all their tests will be public, so you’ll be able to see it then.

So when SQ 4 with all those features will be out ??

 

Krzysztof