From time to time, I will develop a new strategy that seems too good to be true. Untii now, I have been able to identify peeking in the algorythm fairly quickly. I am currently using Peaks & Troughs in a strategy that falls in the too good to be true category --> 300% returns with almost no loosing weeks and no losing months.
How exactly can I isolate "peeking" situations?
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First and foremost, for a compendium of peeking errors take a look at the WealthScript Programming Guide, Programming Trading Strategies >
Peeking.
Interesting read:
Does ActivePositions.Count peek?
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