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.