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How to filter good strategies by OOS

2 replies

4 years ago #259799

How to filter by OOS?

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

4 years ago #259812

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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4 years ago #259991

thanks, found it!

double click on filter

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How to filter good strategies by OOS

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