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.
Don’t forget to subscribe to the BST YouTube channel for all the latest updates and trading content: