A frequently asked question is how I pick which variation from an optimization run to trade. This post will cover a ConnorsRSI strategy on S&P500 stocks. We will use a wide range of parameters to give us lots of choices to be used in the next post. In that next post, I will show how I take the results and narrow them down to one potential variation to trade. And then the final post, I will cover parameter sensitivity to help determine if the results are likely overfitted or not.
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Good Quant Trading,
Cesar
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