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Using the Median results on SPP (System Parameter Permutation)

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WALTER_ROBOS

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6 months ago #288518

One point that I coudn’t find in any places is:

How can I update/change the strategy parameters to the one on closest to the Median results?

What I’m trying to bring to this thread is the fact that SQX can find the median values using the SPP, but it doesn’t update the strategy to use these parameters, so we can just only see the median value but we can’t use it.

It is been frustrating to me cuz i’m find some very nice strategies but when using it on Portfolio Master we can NOT assume that the results be confidence at all simple because if the Original values are distant from the Median values we’re in front of a good case of overfitting…

So, I’m been insane on this point or you agree with me?

If anyone could help me on this case, I’ll be very glad indeed =)

AlgoTrader

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WALTER_ROBOS

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6 months ago #288629

The RED line is the Original Results and the GREEN line is the mediam value.

I’d like do use these parameters closest to the mediam value.

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AlgoTrader

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Bradford McArthur

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5 months ago #288655

Median is the most common result, not necessarily a specific strategy. Use the optimization profile if you want to adjust parameters. Look for smooth plateaus not peaks.

This video also explains it, but in a different way. https://www.youtube.com/watch?v=8st9A-k9JPE

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