RealTest User Guide
RealTest User Guide

 

 

Navigation: RealTest Script Language > Syntax Element Details >

OptOverfit

 

 

 

 

Category

Settings or Optimize Settings

Input

True or False (default is False)

Description

Runs an Overfitting Analysis (CSCV/PBO) when the optimization completes, measuring how often the in-sample best parameter combination held up out-of-sample. The block count is set with OptOverfitBlocks.

Cannot be combined with Walk-Forward, Date Intervals, For Each Strategy / Symbol, Shard Processes, or Continue From File. In command line batch mode the analysis also writes overfit.csv to the OutputPath folder.

 

 

 

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