<![CDATA[Forex Software — Question about OOS]]> 2009-12-03T17:31:14Z PunBB https://forexsb.com/forum/topic/1177/question-about-oos/ <![CDATA[Re: Question about OOS]]> “Out of sample” testing is a technique for preventing over-optimization (curve-fitting). The idea is simple: the testing program (Optimizer or Generator) uses a part of the data when searching the best result. The program calculates the backtest for the rest of the data but doesn't consider the end result.

We can evaluate a strategy by the chart pattern after the OSS period.

This strategy is OK.

http://s4.postimage.org/1uRic9.jpg

But this is over-optimized.

http://s2.postimage.org/tvhxi.jpg

]]> https://forexsb.com/forum/user/2/ 2009-12-03T17:31:14Z https://forexsb.com/forum/post/3699/#p3699 <![CDATA[Question about OOS]]> Hi, does anyone know what implications does the OOS have on optimization?
Basically what does it mean?

]]> https://forexsb.com/forum/user/1479/ 2009-12-01T10:35:52Z https://forexsb.com/forum/post/3689/#p3689