Noise floor / Уровень шума
The level of random price fluctuations that can obscure true signals in backtesting.
The level of random price fluctuations that can obscure true signals in backtesting.
Уровень случайных ценовых колебаний, который может скрывать истинные сигналы при бэктестинге.
Related terms
- Verdict
- Walk-forward validation
- Strategy optimizer
- Out-of-sample testing
- Overfitting in trading
- Parameter search