Topic: Question about OOS
Hi, does anyone know what implications does the OOS have on optimization?
Basically what does it mean?
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Forex Software → Forex Strategy Builder (legacy) → Question about OOS
Hi, does anyone know what implications does the OOS have on optimization?
Basically what does it mean?
“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.
But this is over-optimized.
Forex Software → Forex Strategy Builder (legacy) → Question about OOS
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