[amibroker] Difference betwee OOS and IS

["Louis Préfontaine" <rockprog80@xxxxxxxxx>]

Hi,

I've been experimenting with walking-forward, and I have some questions regarding how it works.

I ran a complete random optimization or buying/selling using the variables I set (a MCS in fact), and systematically OOS results were worst than IS.  I don't understand how it works, because whatever if the sampling is IS or OOS it is always the same variables that are in place.

Anyone could explain how this work?

Thanks,

Louis

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