Oops, This message became a mess as Yahoo apparently removed most of the spaces, destroying the layout.. Results in the format (Sample, Profit, No. of Trades) are: (IS1,533,1) (OOS1,1126,2) (IS2,474,1) (OOS2,-537,2) (IS3,43,1) (OOS3,784,2). I hope this comes out a bit clearer!
Brian --- In amibroker@yahoogroups.com, "brianw468" <wil...@...> wrote: > > Hi > I recently tested a trading system but got some strange results from the WF > test. The WF process used exhaustive optimization. > An extract from the results (too large to reproduce in full) is:- > Item Profit No. Trades > IS1 533 1 > OOS1 1126 2 > > IS2 474 1 > OOS2 -537 2 > > IS3 43 1 > OOS 784 2 > > In two cases the OOS results are better than the preceding IS results. Though > a little surprising,this is quite plausible, because the time periods differ. > However,the IS2 profit is much poorer than the OOS1 profit, and this is a > worry since exhaustive optimization is used, and the time periods are the > same. Can anyone offer an explanation? Would it lie in the way profit is > handled when a trade is not completed by the end of the selected period? > > Thanks > Brian >
