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yes, b) would mean optimising paramerters that will generate maximum results
for the sample.
----- Original Message -----
From: "Graham" <gkavanagh@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, January 19, 2004 8:54 PM
Subject: RE: [amibroker] overfitting
> 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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