Filters On The Test Bench by Andrea Unger
In this article, we analyze the effects of an indecision pattern on trend-following models and try to answer the long-standing question: Are the results of this model repeatable or the result of chance?
A trading system consists of a set of rules. The more rules you have, the higher the risk of overfitting. This can lead to systems that only look good on paper, worked in the past, but didnt stand the test of time ...