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Over Optimization/Curve Fitting?


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Over Optimization/Curve Fitting?

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  #11 (permalink)
Columbus, Ohio
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Continuum
Trading: Futures
 
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kevinkdog View Post
I'll admit, your response has me baffled, definitely over my head.

I'm guessing though that your approach works for you, and that is the awesome part!


Maybe not the best at explaining LOL...but yes it works well, and really not all that difficult?

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  #12 (permalink)
Market Wizard
Cleveland Ohio/United States
 
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WoodyFox View Post
Maybe not the best at explaining LOL...but yes it works well, and really not all that difficult?

"non-correlated conditions with a linear operator"
"bending out of usefulness"
"keeps the strategy from decaying as fast over time"
"wrapping the market around my strategy, not wrapping the strategy around the market"
"most traders will not take their strategies that far which results in more time for decay."

Any of these you care to expand on would be appreciated. But no worries if not, you understand the terms and that is what is important.

Maybe it is a water thing - your drinking water is probably from the Olentangy River, and mine is from Lake Erie! LOL.

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  #13 (permalink)
Columbus, Ohio
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Continuum
Trading: Futures
 
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Posts: 198 since May 2016
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kevinkdog View Post
"non-correlated conditions with a linear operator"
"bending out of usefulness"
"keeps the strategy from decaying as fast over time"
"wrapping the market around my strategy, not wrapping the strategy around the market"
"most traders will not take their strategies that far which results in more time for decay."

Any of these you care to expand on would be appreciated. But no worries if not, you understand the terms and that is what is important.

Maybe it is a water thing - your drinking water is probably from the Olentangy River, and mine is from Lake Erie! LOL.

Yes that is what's important, so Thank you.
Knowing you just dissected my 4 sentence paragraph into 5 sentences. LOL. I don't want my next answer to get logarithmic? So I will pass.

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  #14 (permalink)
Market Wizard
Cleveland Ohio/United States
 
Experience: Advanced
Platform: Tradestation
Broker: Tradestation, DeCarley, others
Trading: futures
 
Posts: 2,773 since Jul 2012
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WoodyFox View Post
Yes that is what's important, so Thank you.
Knowing you just dissected my 4 sentence paragraph into 5 sentences. LOL. I don't want my next answer to get logarithmic? So I will pass.


I am sorry I tried to understand your confusing reply in a thread that has been dead for 18 months. I will not make that mistake again.

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  #15 (permalink)
Columbus, Ohio
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Continuum
Trading: Futures
 
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Posts: 198 since May 2016
Thanks: 67 given, 337 received


kevinkdog View Post
I am sorry I tried to understand your confusing reply in a thread that has been dead for 18 months. I will not make that mistake again.

No hard feelings. Yes old post but still interesting. I too know better now.
Thanks,

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