I have created trading script and have been trying to address overfitting, for that reason I have run sensitivity analysis that is based on 2 most important variables, and I got following results:
Note: variables from 1 to 9 and A-P are only slightly different from each other.
What would be the safest choice for me to identify and pick 2 variables to minimize risk of overfit?
Submitted November 12, 2020 at 09:47AM by mikalaisin
via https://ift.tt/32DYURK
