In the above sample with 2 backtests , the blue curve is in sample and the brown curve is out of sample . for a robust system there should be similar results in both , well at least both periods profitable
Monday October 7 - The Far side, page-16
-
- There are more pages in this discussion • 12 more messages in this thread...
You’re viewing a single post only. To view the entire thread just sign in or Join Now (FREE)
Add XJO (ASX) to my watchlist
 (20min delay)
|
|||||
|
Last
7,813.7 |
Change
36.000(0.46%) |
Mkt cap ! n/a | |||
| Open | High | Low |
| 7,777.7 | 7,836.8 | 7,777.7 |
| XJO (ASX) Chart |