How to filter good strategies by OOS

[Participant86 Posts]

How to filter by OOS?

SQ shows strategies “good” in sample aka over fitted and matching parameters, but bad in OOS

 

 

[Administrator1821 Posts]

Hi,

simply using ranking filters. You can split conditions to IS and OOS part as shown on the screenshot attached .. if that’s what you meant

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[Participant86 Posts]

thanks, found it!

double click on filter