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LSJ

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Posts: 147

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

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Subject : RE: No Optimization forward test
Posted : 12/4/2017 8:40 PM
Post #42783 - In reply to #42776

Jim, thanks for the response. That helps me to understand that there is nothing squirrely going on internally with the test process as I know you have a lot of expertise in the workings. I have not changed any of the strategies and am only being restrictive with the voting parameters to eliminate trades. So, as you say then I suspect it has a lot to do with the period over which the strats were originally tuned.
I will split up some of the tests to compare periods.
Deleting message 42783 : RE: No Optimization forward test


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