205: “Simple strategies, stable results.” – David Stendahl
Better System Trader
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Are the Settings to the System Changing Dramatically Over Time?
How do you determine that you haven't overfit something? What i am always trying to do is make sure that the settings to the system maintain themselves as best possible, with as low a variability as possible. With my simple systems, with the basis that i work from, i'm really just making adjustments to two to three variables,. And that's the extent of it.
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