[GREAT INFO] 5 ADVISES HOW TO REDUCE OVER-FITTING!

An article that i have found and wanted to share with you guys here:

http://www.systemsontheroad.com/#!5-ADVISES-HOW-TO-REDUCE-OVERFITTING/c18q6/57ad92fe0cf2b16ce6954175

 

check this guy’s blog articles, very knowledge able guy, trading for a living and he knows what he’s talking about, very great info.

enjoy and good luck with your trading!

Very valuable. 

 

Thanks for your sharing!

Yes, very interesting. Pleased to see I already do most of these, always great to reinforce these sorts of these.  🙂

I know him personally, and I can really recommend him.

 

He focuses mostly on futures, not forex, but he is really a good lector with real world experience. If you’ll have a chance to visit some of his online courses (I’m not sure if he is still doing them), then it is money well spent.

I know him personally, and I can really recommend him.

 

He focuses mostly on futures, not forex, but he is really a good lector with real world experience. If you’ll have a chance to visit some of his online courses (I’m not sure if he is still doing them), then it is money well spent.

 

Hi Mark…a question, well a few actually..kind of off topic, but kind of not… 🙂

 

Isn’t the picture of Tomas Nesnidal? I heard Andrew Swanscott at Better System Trader interview him for his podcast. It was very, very interesting hear and highly recommended, like you say a good lecturer.

 

But the site keeps referring to a Martin Lembak?? Makes it confusing which one of them is behind the site and content…or both?

 

Is the Martin Lembak referred to in the site, the same Martin Lembak At Striker Securities? I’ve never dealt with him, but I have a CTA account at Striker (mainly trading VIX futures on the CBOE), and Striker promotes that it has a Czech speaker (whose name happens to be Martin Lembak). Coincidental, or…the plot thickens!

 

Trading seems popular with Czech people. Or, there seem to be several high profile Czech traders, or more people involved in trading, even US based IBs promoting they have Czech speakers…is there a cultural reason for that? Like very good math and programming education in your country, or?? I mean, I live in California, but even so far away I know of several Czech people involved in trading….??

An article that i have found and wanted to share with you guys here:

http://www.systemsontheroad.com/#!5-ADVISES-HOW-TO-REDUCE-OVERFITTING/c18q6/57ad92fe0cf2b16ce6954175

 

check this guy’s blog articles, very knowledge able guy, trading for a living and he knows what he’s talking about, very great info.

enjoy and good luck with your trading!

I dont think “the less data you use, the lower is the risk of overoptimization”. Its very hard to overoptimize a strategy, which is built on 30 years data with more than 2000 trades and which is built with only 2-3 indicators. What do you think?

I dont think “the less data you use, the lower is the risk of overoptimization”. Its very hard to overoptimize a strategy, which is built on 30 years data with more than 2000 trades and which is built with only 2-3 indicators. What do you think?

 

Sure, neither do i,

What he trying to say is that if you have 30 years of data, you till take 15 years IS and leave the rest (15 years) to OOS,

 

for example:

you generating you strategy on 10 years and 5 years OOS, if the generation shows good results for those 15 years and it met you criteria and saved in the databank,

then you will wait till you have big amount of strategies in the databank,

then you will take all those strategies and run Montecarlo, WFA, WFO, and other tests on the other 15 years of data,

so over all you take 40~50% of your whole data (15 years = 10 [IS] + 5 [OOS]), and after that you have 15 years left and you can perform great robustness tests with 15 years of data,

 

and about the trades number you should have many trades, the more the better,

the lower amounts of adaptivity (rules) you got = the more robust the strategy is.