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> Complexity will never turn anything that fairly works into a
> miracle trading system, but will enhance things that cannot be
> otherwise: Removing some bad trades, displace some of thems fom one
> or two bar backward, reduce the max DD.
Pierre, something I've never understood about this approach:
How can you adjust a trade there, displace an entry here, etc,
without falling into a curve-fitting trap? You say that Safir-X
generates thousands of rules internally. That sounds to me like a
perfect setup for curve-fitting.
I know you say these rules generalize well on unseen data, but....
how?? How can they, when you have more rules than you have trades in
the training period!?
Gary
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