Hi FXEZ
This is fascinating.
Also, on your website you say: -
I have the results (and certain market conditions of when the trade was placed) of over 10000 trades going back 6 months. If I'm right what you're saying is - the more filters I apply to the 10000 trades to get a profitable outcome the less chance of long term success?
So, for example, if I apply 10 filters I can get an average gain of around 100 pips/day. But if I only apply 7 of those filters I get an average gain of 30 pips/day. Are you saying that the 30 pips/day variant is more likely to succeed long term?
This is fascinating.
Disliked{quote} 1) Trading systems developed and selected using sound statistical model building principles (not overfit)Ignored
QuoteDislikedThe more parameters that are tested in the finer granularity, the greater the chance that the in sample results will be over fit to only the in sample data and will not be generalizable to any other data.
So, for example, if I apply 10 filters I can get an average gain of around 100 pips/day. But if I only apply 7 of those filters I get an average gain of 30 pips/day. Are you saying that the 30 pips/day variant is more likely to succeed long term?