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Illya Gerasymchuk
Engineering & Finance
User Illya Gerasymchuk -

2026-02-11 15:34

So I solved the overfitting issue, and as I suspected backtest data was leaking into the training set

In 13 trading days it yields โ‰ˆ12% with gold on an hourly timeframe target. For silver it goes up to โ‰ˆ30% (expectedly)

I'm going to add 15m, 5m and 1m data to see how it performs during the drawdown

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๐Ÿ’ฌ