OmniTrader Forum OmniTrader Forum
Main
forums calendars search
Threads
today this week
Jump To Forum
 
Account
register logon control panel Forum Rules
You are currently browsing as a guest.
You should logon to access more features
A Self-Moderated Community - ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.


Only Forum Moderators, Administrators, and the owner of this message may delete it.

 
LSJ

Legend
500
Posts: 515

Joined: 8/17/2006
Location: Citrus Springs, FL

User Profile 
Subject : RE: No Optimization forward test
Posted : 12/4/2017 3:13 PM
Post #42773 - In reply to #42765
I may be doing something wrong but I have done many tests where I have "always" observed the lesser performance on the FT. I realize that is not completely scientific but I have never seen otherwise.
I have attached files from one of my many tests. This is a daily 1000 bar BT and FT with no optimization and the relative results of BT and FT are typical of what I get. This is what prompts me to ask what is happening in a FT that is followed by a BT with no optimization. Thanks for any light you can shed.
Attached file : BTFT.jpg (355KB - 447 downloads)
Attached file : Settings.jpg (140KB - 368 downloads)
Attached file : Strats.jpg (107KB - 388 downloads)

Deleting message 42773 : RE: No Optimization forward test


Nirvana Systems
For any problems or issues please contact our Webmaster at webmaster@nirvsys.com.