Overfitting

[AdeptistJune]

Hello,

What is overfitting, and how to avoid overfitting?

[NinjaTrader_ChelseaB]

Hello AdeptistJune,

An Overfill is when an order that is part filled or filled is attempted to be cancelled.

It's not possible to cancel a filled order so this results in an overfill error.

Avoid overfilling by checking an order is .Working or .Accepted before attempting to cancel, do not use multiple exit orders for the same entry, do not call an exit and entry method on the same pass of OnBarUpdate().

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/1036585-strategy-does-not-reverse-when-using-stoploss-trailstop?p=1036616#post1036616

[AdeptistJune]

No,

I'm talking about curve fitting. I was optimizing 40 input parameters and someone said I was overfitting.

[NinjaTrader_ChelseaB]

Hello,

I'm not to sure on that. Have you asked the person what they were meaning by this?

[AdeptistJune]

It was in another thread. The thread was not about this topic but overfitting was mentioned, and I didn't want to mess up the thread with a conversation that was off-topic.

[lewisquake]

Overfitting occurs when you have too many parameters and essentially optimize too much so you "learn the noise" instead of the signal. In general, the fewer the parameters the better.