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Forums>StrategyQuant>General Discussion>How to filter good strategies by OOS

  • #259799 |
    Participant
    86 Posts

    How to filter by OOS?

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

     

     

    #259812
    tomas262
    Administrator
    1821 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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    #259991
    Participant
    86 Posts

    thanks, found it!

    double click on filter

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