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Like everyone else, I'm striving for a robust trading system which can cope
with as much adverse conditions as possible. So my question is when
searching out specific values for your trading system parameters, when does
is become curve fitted? For example, I need 2 values for my system. I run
it thru the system tester in Metastock and it spits out the 100 most
profitable sets of parameters. I normally don't pick the no. 1 parameters
but I usually look thru the list to see which values crop up a lot. In this
particular case, the optimal was [14,111]. When I look thru the list, the
numbers 13,14,15 comes up time and time again for the first value and
anything in the range of 100~120 for the second value. So to pick out a
round set of numbers, I chose [15,110]. Does this constitute as a curve
fit?
This question must get pretty complicated when we start to talk about neural
nets wouldn't it? When would the nets be curve fitted and when would it be
generalised?
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