Are you keeping a strict IS period for training and then validating across several separate OOS windows? That reduced overfitting a lot for me. The nastier problem I ran into was silent data leakage — somehow the model was indirectly getting information from the future during the backtest. Took me a while to even realize it, and I still don’t fully know how it happened.
Anyone here experimenting with neural-network EAs?
The field feels almost endless — trading, video, cybersecurity… the possibilities with AI training are huge.
Curious to see what others are building.
Yeah, I get what you mean. Still think it’s worth trying though — you can train pretty cheaply on RunPod. For now I’m only deploying the models on demo accounts for several months before trusting anything live. And even if some fail, you still learn a research/evaluation process you can reuse on other projects.