Optimisation
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I have just been doing optimisation on MT5, its been running about 24 hrs, and i have just looked at some of the results, although it is still running.
The drawdown and profit are good but on one of my results which is the highest profit it doesn't give a Profit factor is it possible to over optimise?
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@cliff-0 always possible to over optimize. my recommendation to you is to use out of sample data. meaning if you want to optimize, keep a year or two out of the optimization dates then look at the results, choose the ones you think are best and test on this out of sample year. if it fails, then most probably the results are over optimized. just keep in mind that if you start testing on this out of sample data, then minor tweaks do not work since the out of sample data will be considered in-sample.
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@q8carpenter Thank you for your advice