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Yes, that is true.
What I am suggesting is that if the OOS holds up then I can use the
combined metrics of the IS and the OOS in say, Money Management or
other downstream analysis (assuming that the system rules remain
unchanged from the IS top model to the OOS validation).
When you say they 'fail the steps that follow' do you mean WF testing
(are you an advocate of WF testing?) or do you add something extra
(perhaps I should read your docs?)
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxx> wrote:
>
> Personally I don't see in sample results as totally worthless nor as
> particularly worthwhile ... I only see them as an initial yardstick
> which results in a decision of whether or not additional work is
> warranted i.e. if you can't make it work in sample then there's
> probably no point in looking beyond ... If you can it doesn't mean
it's
> tradable. Frankly I toss more systems because they fail in the steps
> that follow then because I can't make the in sample results look good.
>
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