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Likely Overfitting vs Not Overfitting

Hi,

Created a simple Forex RSI strategy, but in the backtest in the Research Guide it states "Likely Overfitting" while in the Alpha Ranking it says "Not overfitting"

As a newby on QC I am a bit puzzled. Can someone explain this? Any help is appreciated big time! <3

Thanks,

Chantal

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Hi Chantal. Very nice coding, thanks for sharing. I have no idea what's going on with your overfitting question. Are you going to add code to stoploss just in case it doesn't hit the limit order?

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Hi Warren,

Thanks. No I removed the stoploss as it caused more losses. This isn't a strategy I would run on a live account. It is just to practice programming in Python and learn QC.

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Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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