Topic: Out of Sample testing

Hi there.  I like to test my strategies on multiple out of sample sets of data.  So I use the inbuilt 30-40% OOS in the generation setting, and then use the Data Horizon functionality to set aside additional sets of data.  However when I generate strategies on shorter timeframes (such as M15), I seem to be limited to only using data from c2013 and can't seem to create any data sets earlier than this, even if I set the data horizon to say 2010-2013, it still seems to give me data from 2013-2017.

I have tried to increase the maximum number of bars to 1,000,000, however it looks as though it maxes out at 100,000?  Which on M15 is only around 4 years.

Is there any way to carve out some additional data sets, say in 4 year chunks that I can do additional OOS testing on?

Re: Out of Sample testing

You can remove the 100 000 bars limitation by editing the DataSource config file.
Please see more info in that post: Remove Data Bars Limitations