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196: “How to avoid curve fitting using independent testing” – Jeff Swanson
Better System Trader
The Benefits of Independent Testing
Cagrate: When you start stacking each filter on, every time you hat a filter, you reduce your sample size. And when you do that, not only do you introduce fitting, but you don't really understand the impact of each filter. Can you give us some examples of the types of filters you like to use? I don't know if i necessarily have any favorites. Cagrate: Different markets have different favorites, or ones that tend to pop op.
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