Possible to curve fit a system on huge number of trades?

August 23rd, 2019, 05:49 AM

Hello
is it possible to curve fit in sample optimization but on huge number of (intraday) trades?
Over 2000 trades.

I understand the danger of over optimization curve fit on relatively small number of backtest optimized trades (around 100...) but was wandering if much larger number of trades reduces this possibility.

August 24th, 2019, 12:54 PM

I think you'll find it's possible to curve fit anything.

August 24th, 2019, 07:00 PM

I think that time is more important than number of trades.
2000 trades in a month means nothing. 2000 trades over 10 years is much more useful.

Why? Markets change over time so you need information from a lot of different market circumstances.

Possible to curve fit a system on huge number of trades?

Discussion in Psychology and Money Management

Possible to curve fit a system on huge number of trades?