hi jsp,
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Originally Posted by jsp  changing it mid-week after a loss or two is curve-fitting IMO |
Not really, curve fitting has to do with how the training is going, for all we know the optimization process may be too curve-fitting, hopefully not. No, this doing it as often as possible is just keeping up with any possible changes added into the picture, don't matter weekly, daily, but it's not curve-fitting.
Quote:
Originally Posted by jsp the NN will always "find" a few parameter sets that worked great...in hindsight. That's the nature of optimization. |
I believe most of us here know that.
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Originally Posted by jsp The test is how well this works in real-time or in an out-of-sample period |
Yep again!
So I'm just doin' as you were, checkin' it out "seein' if it's naughty or nice"!
You did the out-of-sample method, that takes a bit of time, and I'm trying real-time, which is even much longer patience required, daily and monthly watchin' 'n doin' So your check was strike-one, be nice if this second "up to bat" I'm doin' isn't also a strike-out, but one never knows for sure, eh?
So jsp, you not a dummy re: auto trading 'n EAs, any EA you use and is your going-forward$$$ EA you're happy with and understand and have a grasp on?
Best,
jb