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Claud Hou wrote:
>Indeed it is too good. My wife says I am dreaming. But that's what
>backtest reports. It's not me. It's the program.
>
Assuming the "Check" facility did not flag anything, the next question
is how much optimizing you did to achieve those results. Too much is
called "excessive curve-fitting" and results in a system that looks
great in historical tests but fails the moment you put new data in front
of it. The more factors you have optimized, the more chance you have of
blowing up in real trading. More than two is too much, IMHO. Beyond
that, how much is too much depends on exactly what you optimized. Run
the optimization again, have AB plot the results on a 3-D graph, and
hope that your system does not show a narrow little peak of good news
poking up from a sea of loss.
Owen Davies
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