Optimization produces good results on historical data, but is it reliable to use for forecasting?
When performing standard optimization, parameters in the system are tested with different values and the values that have produced the highest profit are the ones used. If you use long optimization periods standard optimization often produce stable and profitable systems, but there are more reliable ways to optimize the parameters. In Optimal Trader you have the possibility of optimizing the models so that they are trying to produce high and stable profit instead of trying to maximize the total profit. The result is that the probability of profitable future results increases. This option is called Robust Optimization. If you do not want to use optimized parameters you can use Optimal Trader’s default parameters which are selected to generally to produce reliable and stable results, or set the parameters manually. Read more in the section Technical analysis with optimized parameters.
