Quote:
Originally Posted by jsp  There's a problem, though. I did some true walk-forward testing with this AI. For example, optimize from January-June 2007 then test your optimized parameters in July 2007. That way, there's no cheating--it's just like you had been optimizing and trading in real-time.
The results weren't pretty. I didn't systematically test for every month, but the 8 or so periods I tested were all losers. I suggest others do the same kind of testing. If you just optimize on recent history, you'll always get great results. |
jsp,
I passed your post to Gary to see what he says.
That could be leaving it too on auto, e.g., I just had on my demo finally a loser out of 4, first 3 were winners. So, I try to stay on top of it, I did optimization again because of this loser showing up (just did it yesterday), and run back-test from best selection.......same loser there, so "it's all part of the plan" loser occurence.
I'll have to see how this "plan" goes, what is your next step/plan? Just trash it because month by month optimize back-tests didn't work? Obviously a month is too long, could be this all doesn't work, but won't know if the thing works good somehow too uinless "try plan X" that could possibly work.
jb