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LSJ

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Posts: 355

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

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Subject : RE: No Optimization forward test
Posted : 12/5/2017 7:32 PM
Post #42801 - In reply to #42783

I have run a backtest with a forward test and a backtest with no forward test with the test periods aligned so that the backtest with no forward test is over the same period of the forward test where there was a backtest.
No optimization was used and all settings are identical. The number of bars in the backtest and forward test are the same(1000).
Comparing the results they are not the same, and not by rounding but by significant enough values that there seems to be something else going on.

It appears OT is processing the tests differently and I am trying to find out why. This apparent anomaly shakes my confidence in these tests until I understand why.

Any explanation would be appreciated.
Deleting message 42801 : RE: No Optimization forward test


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