Posted By: 512mb
oversampling while training - 05/14/14 05:50
simple question:
does training with oversampling increase overfitting?
yes?
no?
depends on indicators?
Posted By: jcl
Re: oversampling while training - 05/14/14 07:59
Training with oversampling will normally reduce overfitting, as it trains with several slightly different price curves.
Posted By: dusktrader
Re: oversampling while training - 05/14/14 10:35
I specifically avoid oversampling while Training, as it caused unusual results in my experience.
Posted By: 512mb
Re: oversampling while training - 05/14/14 11:10
Yes, unusual results, guess its just unstable strategy.
Or could be because of the way certain indicators are combined (Spearman and DominantPhase) in my case.