Subject : No Optimization forward test Posted : 12/4/2017 11:59 AM Post #42765
My entry for the dumb question contest:
In trying to understand the process What is the forward test using if it follows a backtest with no optimization?
With a 1000 bar BT and a 1000 bar FT, e.g., the results of the FT are significantly different, and always lower performance, than the backtest. If no optimization has been done what exactly is the forward test basing trades on?