源码预览
核心功能
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)
安装与验证
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