Topic: Out of Sample

When i generate a strategy, how can i see the OOS in the Balance-Equity Chart?

Re: Out of Sample

You cannot see it during the generation.

FSB Pro makes a real OOS by loading only a subset of the data file. So when it calculate it actually uses only the "partial" data. The OOS part is not loaded and cannot be shown on the chart. When the Generator finishes, it loads the full data set (including the OOS part) and then it is available to show both parts.

You can compare this behaviour with EA Studio. It works in a different way. EA Studio uses the full data set even when you use OOS, but instead of searching for the best Net Balance, it compares the Balance at the OOS zone starting bar. This is not real OOS calculation but does the same job in the way we use it.

The FSB Pro model is better because it ensures that the OOS is real. It is not possible to look in the feature simply because the OOS part is cut out. This prevents the possibility a wrong custom indicator to look ahead and to execute deals according to the future prices. Safety First!

EA Studio doesn't work with custom indicators and because we believe (and hope) that there are no mistakes in the original indicators, we can use the OOS simulation instead of a real OOS as in FSB Pro.