Data settings in Retester Cross Checks

0 replies


Customer, bbp_participant, community, 91 replies.

Visit profile

1 year ago #255368


1) I noticed that for the Walk forward cross checks, there is no option to select the backtest data precision. Is this determined by the precision we select under the ‘data’ tab?

2) For the additional market cross checks, the backtest is by default already 100% OOS. If I do not wish to do any optimization over the additional market data (just use the parameter values obtained during the build) and treat the additional market test as a 100% OOS test, must I set the data range parts under ‘data’ tab to 100% OOS?


Viewing 1 post (of 1 total)