64 min listen
168: How to optimize strategies for robustness (properly) – John Ehlers
168: How to optimize strategies for robustness (properly) – John Ehlers
ratings:
Length:
46 minutes
Released:
Oct 13, 2020
Format:
Podcast episode
Description
DSP and Cycles expert John Ehlers, joins us to discuss all things optimization, including: Why optimization is a statistical process and how to assess the results properly (including what to look for at “the 50% line”), How much data you should REALLY use for reoptimization and why many traders use way too much data (and the impact it has on trading strategies), The 3 best fitness functions to use in reoptimization and the dangers of a popular metric that can lead to over trading, What the speed of optimization results can potentially tell you about strategy robustness, The only 2 things that count when assessing a strategy (yup, just 2!), Plus, much more. Also, if you want to discover more of John’s Cycles and DSP techniques, John is running his annual workshop for the very last time this year (he’s retiring to go fishing and build model aeroplanes). The workshop is run over 4 evenings (US time – Oct 19-23) and it’s 100% online so no travel or quarantine required. For more info, visit: http://bettersystemtrader.com/jeworkshop2020 Disclaimer: Trading in the financial markets involves a substantial risk of loss and is not suitable for everyone. All content produced by Better System Trader is for informational or educational purposes only and does not constitute trading or investment advice. Past performance is not necessarily indicative of future results.
Released:
Oct 13, 2020
Format:
Podcast episode
Titles in the series (100)
005: Kevin Davey discusses important aspects of system development, the best systems to use, the correct backtesting process and how to be a successful trader: Kevin Davey talks about how we went about winning the trading competition, the type of systems you want for the future, some very important aspects of system development that will cost you money if you ignore them, what you need to do before you... by Better System Trader