This page may contain third-party content, which is provided for information purposes only (not representations/warranties) and should not be considered as an endorsement of its views by Gate, nor as financial or professional advice. See Disclaimer for details.
I test the robustness of my _s by checking their sensitivity to parameters.
Take this simple example:
- Buy when close > 50ewma
Now what I do is measure how sensitive is the _ to a whole spectrum of lengths of EWMA.
If it's too sensitive, it's a red flag to me.