Better System Trader

196: “How to avoid curve fitting using independent testing” – Jeff Swanson



Jeff Swanson from EasyLanguageMastery discusses how to avoid curve fitting your trading strategies using the "independent testing" technique, including: The things traders do that cause curvefitting, Is curvefitting a trading strategy really that bad? Independent testing and why you should use it when developing trading strategies, How to do independent testing of filters and using optimization to judge filter consistency, Testing combinations of filters and why you should look to remove Plus, types of filters to test, where to get trading ideas, how long to test a trading idea, when to switch strategies off, combining filters, tweaking a strategy and much more!