Buffalo Legend   Posts: 555 Joined: 7/11/2007 Location: stafford, va  User Profile | Be great if the GA could use a form of walk-forward testing like ATM First hold back some symbols from all testing for validation Say you use a 10 yr BT - first 5 yrs it trains then starts walk-forward testing of old rules as it finds new rules for the next 5 years, maybe on a yr-to-yr basis Then it compares the end result - surviving WF rules to the fresh data from the symbols it didn't look at to validate the end result. HR +- 5%, ppt +- .25% IDK - have them meet some validation criteria Just spitballin but I love the idea of validating the result I currently don't train on approx 30% of my symbol list. Then I compare the results from the trained data to results on just the untrained. If they're not close I start over - it's curve fit | |
