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)
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.