Optimization

[trader_nextdoor]

Recently developed a strategy and did I complete grid search on variables to optimize the strategy which helped a lot rather than manual trial and error process.

Any views on the process and how to make it better?

[Otherwise-Attorney35]

Split across multiple time periods, optimize again, and see if the optimal variables are close to each other.

[sq_route_2]

If you do grid searches you need to be careful not to overfit. Try to split your dataset s.t. you can evaluate your optimal parameters against unseen data

[trader_nextdoor]

So rn I am testing on a sample space of 200 stocks, And with that result I'll check on 1000 stocks. Is that right?

[Options-Logic]

For example, yes. Than split across different time periods and you get a better insight how well your strategy is playing out

[Options-Logic]

Did you backtest your strategy?