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optimizing too much
----- Original Message -----
From: "emarco" <emarco@xxxxxxxxxxxxxxx>
To: <Trading_Systems@xxxxxxxxxxxxxxx>
Cc: <amibroker-ts@xxxxxxxxxxxxxxx>; <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, January 19, 2004 3:51 PM
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
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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>
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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