Optimal Parameter Selection and Indicator Design for Technical Analysis Strategies by Computer Software: An Empirical Analysis of the Taiwan Futures Market
In algorithmic trading, “overfitting” often arises during parameter optimization. To avoid scenarios where in-sample performance is excellent but out-of-sample performance fails to meet expectations, appropriate parameter combinations are crucial for enhancing the robustness of a strategy. To find t...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-09-01
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| Series: | Engineering Proceedings |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2673-4591/74/1/56 |
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