Unequal number of IST and OOS segments

Hello,

For cases where the number of IST segments < number of OOS segments, how are the IST optimization results allocated to the OOS segments?

For example, if we have IST 1,2 and OOS 1,2,3, what optimization data do the OOS segments use?

sorry, I don’t understand what you are asking.

You are talking about IST segments that are used in Builder and also about optimization, which is not there.

Do you mean optimization in Walk Forward and System Param Permutation cross checks in Builder?

Mark Fric wrote:

sorry, I don’t understand what you are asking. You are talking about IST segments that are used in Builder and also about optimization, which is not there. Do you mean optimization in Walk Forward and System Param Permutation cross checks in Builder?

Hi Mark,

Yes in builder when you split up the data into segments. For example in the attachment below: IST,OOS,IST,OOS……

Do you mean to say that all IST segments are evaluated as ONE single segment, no matter how many times we split up the IST?

stats are computed for every part separately as well as for all IST, ISV and IS parts together, so you can choose which part you want to see or use in the condition

Mark Fric wrote:

stats are computed for every part separately as well as for all IST, ISV and IS parts together, so you can choose which part you want to see or use in the condition

Hi Mark,

So just to make sure I understand your above screenshot:

ISV can be broken down into separate segments e.g. ISV 1,2,3….

ISV = All ISV segments together

IST = One single IST segment. Cannot be split into segments

IS = IST + ISV

Right?

i think that you are right

yes, you understand it correctly