Yamato
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fixing JPY_ID
Damn. Despite being drunk, I can't sleep, so I'll do another one of those systems to be fixed.
It would seem a typical case of overoptimization and curve fitting.
![Snap1.jpg Snap1.jpg](https://www.trade2win.com/data/attachments/66/66215-3e1ee4cfd0c852c6bf6c3c85a8a2aa7b.jpg)
What does this system do? When there's a high daily range and markets are overbought and we're going down (moving average detects this) at a given time of the day we go short.
First of all I don't like about this system the fact that it only goes short. The performance in the sample used is excellent, and the it goes awry.
Good. If it turn it into a long system, it works as well, even though not as well.
Now i need to increase the range daily range filter or add an extra filter. Let's hide the out-of-sample for a moment.
Awesome. I have added an overstretched ingredient. If the market at that time is ovestretched and reversing, then i take the signal, otherwise I don't.
This is the worst fixing I've ever done.
![Snap2.jpg Snap2.jpg](https://www.trade2win.com/data/attachments/66/66216-57f95c50b6aba2c4c689b7531b538284.jpg)
Drawdown decreases and gets to reasonable levels, but profit gets cut by half. However this had to be done, because that system had obviously failed and a short-only system was unhealthy to begin with.
Four systems to go.
Damn. Despite being drunk, I can't sleep, so I'll do another one of those systems to be fixed.
It would seem a typical case of overoptimization and curve fitting.
![Snap1.jpg Snap1.jpg](https://www.trade2win.com/data/attachments/66/66215-3e1ee4cfd0c852c6bf6c3c85a8a2aa7b.jpg)
What does this system do? When there's a high daily range and markets are overbought and we're going down (moving average detects this) at a given time of the day we go short.
First of all I don't like about this system the fact that it only goes short. The performance in the sample used is excellent, and the it goes awry.
Good. If it turn it into a long system, it works as well, even though not as well.
Now i need to increase the range daily range filter or add an extra filter. Let's hide the out-of-sample for a moment.
Awesome. I have added an overstretched ingredient. If the market at that time is ovestretched and reversing, then i take the signal, otherwise I don't.
This is the worst fixing I've ever done.
![Snap2.jpg Snap2.jpg](https://www.trade2win.com/data/attachments/66/66216-57f95c50b6aba2c4c689b7531b538284.jpg)
Drawdown decreases and gets to reasonable levels, but profit gets cut by half. However this had to be done, because that system had obviously failed and a short-only system was unhealthy to begin with.
Four systems to go.
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