{"id":7385,"date":"2020-10-14T12:51:53","date_gmt":"2020-10-14T02:51:53","guid":{"rendered":"http:\/\/bettersystemtrader.com\/?p=7385"},"modified":"2022-11-21T18:32:59","modified_gmt":"2022-11-21T08:32:59","slug":"168-how-to-optimize-strategies-for-robustness-properly-john-ehlers","status":"publish","type":"post","link":"https:\/\/bettersystemtrader.com\/168-how-to-optimize-strategies-for-robustness-properly-john-ehlers\/","title":{"rendered":"168 &#8211; How to optimize strategies for robustness (properly) \u2013 John Ehlers"},"content":{"rendered":"\n<p><span style=\"font-weight: 400;\">DSP and Cycles expert John Ehlers, joins us to discuss all things optimization, including:<\/span><\/p>\n\n\n\n<ul>\n<li><span style=\"font-weight: 400;\">Why optimization is a statistical process and how to assess the results properly (including what to look for at \u201cthe 50% line\u201d),<\/span><\/li>\n\n\n\n<li><span style=\"font-weight: 400;\">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),<\/span><\/li>\n\n\n\n<li><span style=\"font-weight: 400;\">The 3 best fitness functions to use in reoptimization and the dangers of a popular metric that can lead to over trading,<\/span><\/li>\n\n\n\n<li><span style=\"font-weight: 400;\">What the speed of optimization results can potentially tell you about strategy robustness,<\/span><\/li>\n\n\n\n<li><span style=\"font-weight: 400;\">The only 2 things that count when assessing a strategy (yup, just 2!),<\/span><\/li>\n\n\n\n<li><span style=\"font-weight: 400;\">Plus, much more.<\/span><\/li>\n<\/ul>\n\n\n\n<figure class=\"wp-block-embed is-type-video is-provider-youtube wp-block-embed-youtube wp-embed-aspect-16-9 wp-has-aspect-ratio\"><div class=\"wp-block-embed__wrapper\">\n<div class=\"ast-oembed-container \" style=\"height: 100%;\"><iframe title=\"#168: How to optimize strategies for robustness (properly) \u2013 John Ehlers\" width=\"500\" height=\"281\" src=\"https:\/\/www.youtube.com\/embed\/zkKgyad9RFA?start=8&#038;feature=oembed\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture\" allowfullscreen><\/iframe><\/div>\n<\/div><\/figure>\n\n\n\n<p>Don&#8217;t forget to subscribe to the BST YouTube channel for all the latest updates and trading content:<br><script src=\"https:\/\/apis.google.com\/js\/platform.js\"><\/script><\/p>\n","protected":false},"excerpt":{"rendered":"<p>DSP and Cycles expert John Ehlers, joins us to discuss all things optimization, including: Don&#8217;t forget to subscribe to the BST YouTube channel for all [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":10356,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"disabled","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[2],"tags":[147,326,325,296,160,327,328],"aioseo_notices":[],"_links":{"self":[{"href":"https:\/\/bettersystemtrader.com\/wp-json\/wp\/v2\/posts\/7385"}],"collection":[{"href":"https:\/\/bettersystemtrader.com\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/bettersystemtrader.com\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/bettersystemtrader.com\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/bettersystemtrader.com\/wp-json\/wp\/v2\/comments?post=7385"}],"version-history":[{"count":4,"href":"https:\/\/bettersystemtrader.com\/wp-json\/wp\/v2\/posts\/7385\/revisions"}],"predecessor-version":[{"id":10373,"href":"https:\/\/bettersystemtrader.com\/wp-json\/wp\/v2\/posts\/7385\/revisions\/10373"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/bettersystemtrader.com\/wp-json\/wp\/v2\/media\/10356"}],"wp:attachment":[{"href":"https:\/\/bettersystemtrader.com\/wp-json\/wp\/v2\/media?parent=7385"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/bettersystemtrader.com\/wp-json\/wp\/v2\/categories?post=7385"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/bettersystemtrader.com\/wp-json\/wp\/v2\/tags?post=7385"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}