The processes of backtesting and optimizing are difficult to get right, with one of the main issues being over-fitting. This video highlights 8 areas that can be used to improve the effectiveness of the process including:
Identifying a true trading edge
- Improving statistical significance and sample size
- The dangers of over-fitting
- How to avoid over-fitting
- Coding a multi-symbol expert advisor in MQL5
- Optimization design and walk forward phases
- Optimization profiles best-practice
- Performance metrics

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Further videos covering more detail of the issues raised in this video can be found here:
Identifying a true trading edge: [ Ссылка ]
Improving statistical significance and sample size: [ Ссылка ]
The dangers of over-fitting: [ Ссылка ]
How to avoid over-fitting: [ Ссылка ]
Coding a multi-symbol expert advisor in MQL5: [ Ссылка ]
Optimization design and walk forward phases: [ Ссылка ]
Optimization profiles best-practice: [ Ссылка ]
Performance metrics: [ Ссылка ]

#BacktestingATradingStrategy, #TradingOptimizations, #OverFitting, #Backtesting, #TradingEdge, #StatisticalSignificance, #SampleSize, #NumberOfTrades, #HowToAvoidOverFitting, #MultiAssetTradingAlgo, #InSample, #OutOfSample, #WalkForward, #PerformanceMetrics, #ReturnDrawdown, #ProfitFactor, #SharpeRatio, #CalmarRatio, #AlgoTrading, #MartynTinsley, #Darwinex

This is Episode 25 in the Darwinex 'Trader Evolution' Playlist: [ Ссылка ]

Video Contents:
00:00 Backtesting, optimizations & over-fitting
00:31 Why Darwinex?
01:26 8 of the most important aspects of backtesting and optimizations
02:41 1 - A Trading Edge
03:59 2 - Statistical Significance and Sample Size
05:29 3 - The Dangers of Over-Fitting
06:08 4 - How to Avoid Over-Fitting
07:09 5 - Developing a Multi-Symbol EA (Expert Advisor)
08:45 6 - Optimization Design and Out-of-Sample Walk Forwards
09:37 7 - Interpreting Optimization Profiles
10:02 8 - Optimization Performance Metrics
11:03 Summary and Next Episodes

Content Disclaimer: Past performance is not a reliable indicator of future results. The contents of this video (and all other videos by the presenter) are for educational purposes only and are not to be construed as financial and/or investment advice.

Risk disclosure: [ Ссылка ]

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