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Do you mean Curve Fitting. I believe it means over optimising for a
particular chart or group of charts.
Cheers,
Graham
http://groups.msn.com/asxsharetrading
http://groups.msn.com/fmsaustralia
-----Original Message-----
From: emarco [mailto:emarco@xxxxxxxxxxxxxxx]
Sent: Tuesday, 20 January 2004 7:51 AM
To: Trading_Systems@xxxxxxxxxxxxxxx
Cc: amibroker-ts@xxxxxxxxxxxxxxx; amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] overfitting
Does anyone in this board can tell me what overfitting really means....is
related to :
a. too many filters..that translates in a few trades...but profitable in out
of sample data? Is there risk in this?
b. optimizing paramters that will transalte in very good results in a sample
data?
Thanks
Juan
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