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MC ‘Use full sample’ Option

2 replies

4 years ago #255318

Hi all,

In the MC manipulation and retest cross checks, there is an option for ‘use full sample’. What difference does this make?

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4 years ago #255319

its simple – MC tests are done only on IS part of data

so if you have set in data some OOS part(s) the MC test will be done only on IS part(s)

so if user need to run MC test on IS+OOS – this is the setting – full sample is IS+OOS together

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4 years ago #255421

hankeys wrote:

its simple – MC tests are done only on IS part of data so if you have set in data some OOS part(s) the MC test will be done only on IS part(s) so if user need to run MC test on IS+OOS – this is the setting – full sample is IS+OOS together

thank you

https://tradingtact.com

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