Overfitting (curve fitting)
یہ قانونی صفحہ صرف انگریزی میں دستیاب ہے۔
Every dataset contains patterns that happened by chance. If you adjust a strategy's parameters until the historical results look ideal, you inevitably absorb some of that noise — and noise does not repeat. The result is a strategy that looks brilliant in the backtest and mediocre or worse live.
Symptoms include: many finely-tuned parameters, performance that collapses when a parameter moves slightly, and results that differ wildly between adjacent time periods. Robust strategies tend to keep working across a range of settings.
Covered in depth in Lesson 04: اپنے آپ کو بے وقوف بنائے بغیر بیک ٹیسٹنگ.
Related terms
- Backtest — Running a strategy against historical price data to see how its rules would have behaved in the past.
- Forward test — Running a strategy on live or demo markets going forward, after development, to see if backtest behavior holds up.
نئے اسباق ای میل پر حاصل کریں
خودکار ٹریڈنگ پر کبھی کبھار، سادہ زبان کے اسباق — اسی سائٹ جیسے انداز میں۔ کوئی سگنل نہیں، کوئی وعدہ نہیں؛ جب چاہیں ان سبسکرائب کریں۔
- One plain-language lesson at a time — no jargon, no hype.
- The full curriculum as a printable field guide.
- No signals, no performance promises. Unsubscribe anytime.
ہم آپ کا پتہ صرف تعلیمی مواد بھیجنے کے لیے محفوظ رکھتے ہیں۔ دیکھیں پرائیویسی پالیسی.