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- yoriz replied May 28, 2024
I found this article interesting: “All that Glitters Is Not Gold: Comparing Backtest and Out-of-Sample Performance on a Large Cohort of Trading Algorithms”. They studied a huge ...
- yoriz replied May 27, 2024
Just based on the equity curve of an optimization there is nothing you can say about the forward test. It is not hard to find beautiful equity curves with optimization, but that ...
- driven18 replied May 26, 2024
You are missing out the best business in the world .
- yoriz replied May 25, 2024
It doesn't matter. Your equity probably changes a few percent in 3 weeks interval you use in your backtest. That only means the most recent trades weigh a few percent heavier in ...
- mallee replied Apr 1, 2024
Thanks for taking the time Rick, there's a lot to absorb in that post. appreciate it.Cheers