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Possible to curve fit a system on huge number of trades?


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  #1 (permalink)
 brakkar 
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Hello
is it possible to curve fit in sample optimization but on huge number of (intraday) trades?
Over 2000 trades.

I understand the danger of over optimization curve fit on relatively small number of backtest optimized trades (around 100...) but was wandering if much larger number of trades reduces this possibility.


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 SMCJB 
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I think you'll find it's possible to curve fit anything.


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 RDK91 
Antwerp
 
Posts: 455 since Jun 2016

I think that time is more important than number of trades.
2000 trades in a month means nothing. 2000 trades over 10 years is much more useful.

Why? Markets change over time so you need information from a lot of different market circumstances.


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