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Barry Cohen

Posts: 5499

Joined: 1/19/2004

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Subject : RE: No Optimization forward test
Posted : 12/6/2017 10:21 AM
Post #42811 - In reply to #42803

I cannot reproduce what you are seeing using the same strategies & settings. The BT & FT seem very equivalent for me, as they should be with mechanical strategies.

Looking closer at your screenshots, I see that the individual strategies are actually equivalent stats, & it's only the "All Strategies" stats that are suspect. This points to the Strategy Voting settings you are using (button at the bottom of the Strategies list). I would guess that you're using a ranking method or a filter & that's what is throwing it off. Try disabling everything in the Performance tab under Strategy Voting.

Deleting message 42811 : RE: No Optimization forward test

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