[beaker1970]

cunparis,
which price pattern are u trading ? maybe we can forward test it with u. u don't have to give the EA, i will make one from scratch and try different options.

[iwannatoscript]

Originally Posted by BlowFish »

The way it is generally done is detect swings and store them, see if you get N within a user definable proximity. It is not too daunting and results can be 'not bad'.

Could you post an easy example that work please?

Is it possible to built something that search it in different time frame?

Regards

[cunparis]

Originally Posted by beaker1970 »

cunparis,
which price pattern are u trading ? maybe we can forward test it with u. u don't have to give the EA, i will make one from scratch and try different options.

Sorry I missed this before. I actually programmed this for another trader so I prefer not to talk about the specific pattern.

To update the thread, my strategy is currently in drawdown. I don't think this is due to curve fitting but rather a change in the market. I believe this because I started forward testing in early december and it worked great and then I started trading with real money and it continued. However sometime in January it started failing miserably and had a drawdown bigger than any it had experienced before. I pulled the plug in January and ended up breakeven. Had I started in January I would have lost a lot, as I ended up giving back what I made in December.

I'm now monitoring it and when the equity curve makes a new high I'll consider trading it again. It has to prove it can make it out of the biggest drawdown.

[Uli Schmuli]

Here is how I differentiate optimization vs curve fitting, regardless of the input parameter being used:

Curve fitting is when the output achieves a maximized output as a result, with no other considerations.

Optimization is when the output follows a bell curve around the increments above and below the optimized input value.

For instance: I recently tested a strategy that produced max profit when the profit target was 12 ticks. However, looking at the results both above and below that target value did not produce a 'rolling off' of the optimized output. Therefore, the 12 tick target in this can be considered 'curve fitting.'

On the other hand, if my tested input target values were: 10,11,12,13,14 ticks profit, and the output results, respectively, were: 800,900,1000,900,800 then it is far more likely that curve fitting is not what I was doing.

[maxima]

it seems to me that curve fitting is what exactly you were doing Uli. You fitted taget parameter into past market action.

To answer the original question - if Cunparis optimised function F(target, volatility) then it will be NOT curve fitting...

Running a strat bare with different targets is curve fitting.

[maxima]

Originally Posted by maxima »

if Cunparis optimised function F(target, volatility) then it will be NOT curve fitting...

Because presumably it will work on many market modes and conditions automatically.