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switching IS and OOS

1 replies

7 years ago #115336

I was just wondering if switching the IS with OOS in the tests has a negative effect?

my thought is, let the trades learn based on the current data, and then see how it worked with past data…

or is that the definition of curve fitting?

7 years ago #138251

I think it’s just a personal preference. Some suggest that using the latest period as IS data can help find better strategies but I have never proved this to be the case. To me it does not matter if you have a sound strategy

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switching IS and OOS

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