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LSJ

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

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Subject : RE: No Optimization forward test
Posted : 12/6/2017 12:26 PM
Post #42818 - In reply to #42765

The screenshots from a previous post were not for the recent 1000 bar test I referred to but good point.
However, if all settings are the same and the data is the same, what is done differently in a FT with no backtest optimization vs. a BT with no optimization over the same data?
I re-ran without any strategy voting and the results are very close now. There is a little over 1% difference in the number of trades and HR% is very nearly the same so that is a completely acceptable result. As a user and not a programmer I don't need to know why the strategy voting is different and am comfortable with the fact that is just is.
Thanks
Attached file : BTFT12_6.jpg (354KB - 46 downloads)
Attached file : BT12_6.jpg (329KB - 29 downloads)

Deleting message 42818 : RE: No Optimization forward test


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