1 (edited by sigebo 2023-02-28 12:55:20)

Topic: Period for sort

I am a trial user from japan.

How do I set conditions like:

The total data period to use is T.

The T period consists of the T1 period and the T2 period. T=T1+T2. T1: sample period? , T2: Out of sample.
In this case, is it T1 + t2 = data horizon period?

Strategies optimization is evaluated at T1 only. (Do not evaluate T1 + T2 as a whole)
of each collection,
・ Net profit of strategies is evaluated by T1 + T2.
・Sort records are evaluated only in the T1 period (not evaluated in T1 + T2)
Note that the sort results are therefore not in Net Profit order.

Re: Period for sort

You can use Data -> Data Horizon to limit the data by date or by a count of bars.


For example, you can set your T1 period by date.
Then generate your strategies in a collection.
Export your collection for later use.
Then remove the "to" date limitation and recalculate your collection for the complete T1 + T2 period.
If you need separate statistics, set your T2 period and recalculate the Collection again.

Re: Period for sort

Thunk you your advice.
I understood it.