Topic: Generated strategy doesn't work in different date.
1- I generated a strategy for the period 2015-2019 using Data Horizon.
2- Then I extended the date period from 2001 to 2021 and tested this strategy over a longer period of time.
3- The strategy only work on 2015 to 2019 and does not work properly in extended date(2001 to 2021). I see this problem in many different generated strategy.
The image related to the strategy produced in the period of 2015 to 2019 and the image related to the performance of the same strategy in the longer period, i.e. 2001 to 2021, are attached.