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Jim Dean

Posts: 2884

Joined: 9/21/2006
Location: L'ville, GA

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Subject : RE: No Optimization forward test
Posted : 12/4/2017 4:00 PM
Post #42776 - In reply to #42773

Could be a couple of reasons for this:

Market during latest 1000 bars (4 yrs) could be less amenable to those Strats than in the prior 1000 bars / 4 yrs, thus showing lower performance. To check, try using the date input instead, and move everything back 4yrs, so the old BT pd is now the new FT pd, and the new BT pd is 4 yrs earlier.

Or ...

If those Strats had been "tuned" a bit too much during development, and if the tuning was done with an emphasis on bars a few years ago and before (not at all uncommon), then the tuning process itself will have introduced "invisible optimization" to the results. The only way to be sure is to test the strats using both BT and FT ranges that are AFTER the strats were first released.

[Edited by Jim Dean on 12/4/2017 4:02 PM]

Deleting message 42776 : RE: No Optimization forward test

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