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Levenberg-Marquardt algorithm documentation

Levenberg-Marquardt algorithm

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  • JohnLast 3138 days ago

    I thing I would write a bit more but I want to mention one essential problem is the EA trading.

    All the EA have the same problem, whenever we optimize we see multiple optima.

    Whatever optimizing algorythm we are using all of them will find some local optimum.

     

    The problem is that there is not any guarantee that this optimum will be profitable in the future (it does not matter that the forward trading says so).