1 (edited by vidagig_13 2017-12-10 13:20:44)

Topic: FSB Generator Out Of Sample not showing/or highlighted? (in green)

Hi there

Edited/ updated - (You may want to delete this 'non-question' as I see I don't have that option.)

I don't see OOS in green but can see in the Repository Collection of the generated strategies, that the chart for each generated strategy in the Strategies column only shows the 'In Sample' balance; and if I highlight or open a strategy it shows the result / balance for 100% of the data.

So, I can now see (and rest assured) that the Generator is only running on the specified 'in sample' portion of the data.

Thank you.

Post's attachments

171210 FSB Generator Test OOS 40% 01.JPG 331.6 kb, file has never been downloaded. 

You don't have the permssions to download the attachments of this post.

Re: FSB Generator Out Of Sample not showing/or highlighted? (in green)

Perhaps you can delete this redundant topic as it appears that I don't have that option, nor can I further edit my original post.

- Tried again and I now see OOS in green on the one strategy selected by FSB to display when I stop the Generator.

My mistake and apologies.

Re: FSB Generator Out Of Sample not showing/or highlighted? (in green)

So, I can now see (and rest assured) that the Generator is only running on the specified 'in sample' portion of the data.

Yes, your observations are correct. FSB Pro cuts out the OOS part and works with the IS part only. It loads the complete data set and recalculates after finishing.

Re: FSB Generator Out Of Sample not showing/or highlighted? (in green)

Thank you for your quick reply. Apologies for unecessarily wasting your valuable time with my learning curve..

Enjoy your Sunday further.

Much appreciated.