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100% winrate trading strategy open sourced?

8 点作者 dzej_bi超过 5 年前

5 条评论

alanfranz超过 5 年前
&gt; I&#x27;m showing it as an example of OVERFITTING. ... if you change any of the many parameters ... they will turn into disaster<p>Come on, there&#x27;s nothing to be seen here. Hyperparameters were handpicked to result in 100% profit on a certain timeframe.<p>And the title is misleading.
theincredulousk超过 5 年前
Devising a set of parameters that backtests 100% means nothing - there are an infinite number of parameters and models (or more accurately, algorithms) that can backtest any data set like this 100%.<p>In that sense, the math and &quot;indicators&quot; are just an obfuscated, custom-fit version of another algorithm that backtests 100% - if price[now] &gt; price[now+1] -&gt; sell else -&gt; buy.<p>Rather than looking up the prices via array in the data, clearly &quot;cheating&quot;, a set of parameters is hunted down that encodes that relationship in a number space. It doesn&#x27;t mean anything more than the meme: 79 beers - your age + 40 dollars = the year you were born (which backtests perfectly as long as you were born after 1900).<p>That said, by all means, keep running the algorithm on new data every day and see how long it stays perfect. I&#x27;d be interested in the results.
jbob2000超过 5 年前
I just did a quick dive into forex trading online to see what it would take to get this setup and... is it just me or are the websites and companies that run in this space the sketchiest things ever? I definitely do not trust any of these sites with the minimum deposits they are asking for.
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dzej_bi超过 5 年前
Hmmm, so I took this source code, compiled and it is still 100%.<p>I mean - the strat was published 8th of November, and you could say it was overfitted. But it continues to run. Since 8th of November it closed only 1 trade, but also $500+ profit. (second is still going, but currently profitable).
AH2mdte8kPnJS超过 5 年前
TL;DR Title is misleading clickbait but the semi-interesting part is:<p>&gt; Backtesting results [of the backtesting strategy referenced] look absurd: 100% profitable. But if you change any of the many parameters in the Settings popup, they will turn into disaster. It means, the rules of this strategy are very fragile. Don&#x27;t trade this! Remember about backtesting rule #1: past results do not guarantee success in the future.
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