ml_paramscan Stable-plateau parameter selection
The overfit cure: when you scan a parameter, don’t pick the single BEST-scoring value (that cell is almost always overfit) — pick the robust PLATEAU that scores well AND consistently. Score each variant by mean − λ·std and choose the argmax. Turns any parametric script self-tuning and overfit-resistant.
Design: the host runs the variants in parallel (a small state array per candidate parameter) and keeps each variant’s running performance mean and std; this library scores and selects. Pure functions of the arrays you pass; nothing repaints.
Concept credit: stability-over-optimum (plateau) parameter selection is a standard walk-forward / robustness practice — original, dependency-free Pine v6 packaging. Educational; not financial advice.
Library "ml_paramscan"
plateauScore(mean, std, lambda)
Parameters:
mean (float)
std (float)
lambda (simple float)
stablePlateau(means, stds, lambda)
Parameters:
means (array<float>)
stds (array<float>)
lambda (simple float)
bestPlateauScore(means, stds, lambda)
Parameters:
means (array<float>)
stds (array<float>)
lambda (simple float)
Design: the host runs the variants in parallel (a small state array per candidate parameter) and keeps each variant’s running performance mean and std; this library scores and selects. Pure functions of the arrays you pass; nothing repaints.
Concept credit: stability-over-optimum (plateau) parameter selection is a standard walk-forward / robustness practice — original, dependency-free Pine v6 packaging. Educational; not financial advice.
Library "ml_paramscan"
plateauScore(mean, std, lambda)
Parameters:
mean (float)
std (float)
lambda (simple float)
stablePlateau(means, stds, lambda)
Parameters:
means (array<float>)
stds (array<float>)
lambda (simple float)
bestPlateauScore(means, stds, lambda)
Parameters:
means (array<float>)
stds (array<float>)
lambda (simple float)
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.