<![CDATA[Forex Software — In sample - what is it]]> https://forexsb.com/forum/topic/4803/in-sample-what-is-it/ Wed, 21 May 2014 22:27:48 +0000 PunBB <![CDATA[Re: In sample - what is it]]> https://forexsb.com/forum/post/25162/#p25162 That is the best to use for example 25% OOS - and after optimization graph on a green field must climb to the top. Yes?

]]> Wed, 21 May 2014 22:27:48 +0000 https://forexsb.com/forum/post/25162/#p25162 <![CDATA[Re: In sample - what is it]]> https://forexsb.com/forum/post/25124/#p25124 FSB Pro performs "real" out of sample. It actually cuts the data set and generates the strategy on this subset. All Acceptance Criteria are real. Generator loads the full set only after finishing the generating process.
You can see this on the Input Parameters.

]]> Tue, 20 May 2014 19:48:54 +0000 https://forexsb.com/forum/post/25124/#p25124 <![CDATA[Re: In sample - what is it]]> https://forexsb.com/forum/post/25120/#p25120 Dear Popov
Can you please elucidate if this is also valid for Pro?

"OOS option does not influence on the “Limitations”. Even if OOS is in use, the Generator evaluates the limitations criteria for the full data series."
http://forexsb.com/wiki/fsb/manual/generator

I believe this shouldn't happen. It's not statistically sound.

Cheers
Nuno

]]> Tue, 20 May 2014 17:56:41 +0000 https://forexsb.com/forum/post/25120/#p25120 <![CDATA[Re: In sample - what is it]]> https://forexsb.com/forum/post/25110/#p25110 Very important to read this article to minimize over-optimization:
http://forexsb.com/forum/topic/4788/pseudomathematics-and-financial-charlatanism/

]]> Mon, 19 May 2014 12:26:39 +0000 https://forexsb.com/forum/post/25110/#p25110 <![CDATA[Re: In sample - what is it]]> https://forexsb.com/forum/post/25104/#p25104 OOS stands for Out of Sample.
The idea of OOS is to test and to see the performance of the strategy against unknown data. If the strategy performs well on this unknown (OOS) data, it means that the risk of over-optimization is lower.
If you set "In sample", FSB will use the full data set for backtesting. It means that no OOS is performed.
If you set 25%, FSB will EXCLUDE the newest 25% of the data bars and will calculate the test on the first 75% of the data. When the program finishes generating or optimizing, it will reload the full data set and will calculate again.

The green part of the chart is the OOS data zone. It is the most important part of the chart because the program was not used it for optimizing. It is also called future testing on historical data. It also simulates the "trading" part.

Google for "forex Out of sample" for more info.

]]> Mon, 19 May 2014 06:37:53 +0000 https://forexsb.com/forum/post/25104/#p25104 <![CDATA[Re: In sample - what is it]]> https://forexsb.com/forum/post/25103/#p25103 Out of sample testing (OOS) reduces the risk of curve fitting. For more information: http://forexsb.com/wiki/fsb/manual/generator

]]> Mon, 19 May 2014 06:21:26 +0000 https://forexsb.com/forum/post/25103/#p25103 <![CDATA[In sample - what is it]]> https://forexsb.com/forum/post/25102/#p25102 Can you explain to me what that option and what it is used for?
marek

]]> Mon, 19 May 2014 06:02:17 +0000 https://forexsb.com/forum/post/25102/#p25102