OmniTrader Professional Forum OmniTrader Professional Forum
forums calendars search
today this week
register logon control panel Forum Rules
You are currently browsing as a guest.
You should logon to access more features
A Self-Moderated Community - ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.

Only Forum Moderators, Administrators, and the owner of this message may delete it.

John W

Posts: 84

Joined: 6/18/2011
Location: Sydney, NSW, Australia

User Profile
Subject : RE: Improving the GA
Posted : 2/29/2020 3:24 PM
Post #30943 - In reply to #30770

Mel that's a really good point you make.

There is a GA setting to 'enable internal validation' - I switch it on all the time now to reduce the risk of curve fit, that's a must if employing the concept proposed.

But with your thoughts in mind, perhaps there is an additional stronger safeguard to avoid curve fit with the concept proposed:

That is for the GA to keep 2 sets of results - one set using the concept as suggested over 'n' iterations, and a second set over 'n' iterations using ALL the sample data.

Then compare and see which of the 2 sets, or both, holds up in the forward test.

Deleting message 30943 : RE: Improving the GA

Nirvana Systems
For any problems or issues please contact our Webmaster at