A trading system if it is well programmed with a correct guidelines as a whole, with a number of variables without being excessive and a reasonable historical, should behave correctly in the present and future market.

The problem comes when you have created a sobre-optimized, which is not a good system despite throwing some amazing facts as they are very temporarily located its benefits.

In the past behavior of the underlying, you can find out if a system that seems perfect, is the ideal, since it has only sought the best moves, those at the top of the 3D map, and this ruling the parts that are repeated in areas stockings more often, “the ideal system.”

These systems are short in the market, the data in real destroy their behavior and must be discarded.

But, if on the contrary, a system is properly structured in its approach requires only small adjustments that will become increasingly more perfect.

Example.

If past data shed a few very specific days of very high profits, an optimization based solely on benefits will adjust the system to catch all the points, but if the optimization is done correctly the discarded and look for the days that have intermediate points and more repeat.

Therefore, in YAtrading systems we analyzed individually and comprehensively. It not for having more systems in the portfolio is better. We must make a selection to provide quality and consistency.

The developer is continuously taking systems that are replicas of the above, but sobreoptimizados with data updates, go to the detriment of customers seeking stability in their strategies.