Topic: Cant see out-of-sample zone in repository

There are too much strategies after generated.

I need to compare out of sample from many strategies at the same time.

How to do that?

Thank for advance

Re: Cant see out-of-sample zone in repository

Go to Tools > Data Horizon > Apply a filter in Use Start Date Limit


https://s7.postimg.cc/kb5rui72z/image.png


Now go back to the collection and click in Recalculate.


Did it works?

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3 (edited by moonsky 2018-04-20 19:37:48)

Re: Cant see out-of-sample zone in repository

Thank sir,

I'm sorry for not unclear question.
But,I mean fsb pro.

Re: Cant see out-of-sample zone in repository

FSB Pro shows the OOS zone only in the Generator.

It is due to the way it works. When you use OOS, the Generator literally cuts off the OOS zone of the data and searches for a strategy. When the generation process is completed, the Generator loads the full data set and recalculates the strategy. It is able to show the OOS zone because it has both backtest stats.

During the generating it pushes strategies to the collection together with their backtest stats. When you use OOS, the collected strategies has only the in-sample part of the data and the Collection has no possibility to show the OOS part.