Out Of Sample Testing

Discussion in 'Strategy Building' started by Yannis, Nov 12, 2002.

  1. Neuroshell trader (all versions) does walk-forward testing. You really need o-o-s when you're optimizing a system.

    Just remember, after a couple of walk-forward tests over the same period (with the same system), you've brought the o-o-s data in-sample, and thus the validity of the aforementioned optimizations is questionable.


    #11     Nov 26, 2002