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Oops,
This message became a mess as Yahoo apparently removed most of the spaces, destroying the layout..
Results in the format (Sample, Profit, No. of Trades) are:
(IS1,533,1) (OOS1,1126,2) (IS2,474,1) (OOS2,-537,2) (IS3,43,1) (OOS3,784,2).
I hope this comes out a bit clearer!
Brian
--- In amibroker@xxxxxxxxxxxxxxx, "brianw468" <wild21@xxx> wrote:
>
> Hi
> I recently tested a trading system but got some strange results from the WF test. The WF process used exhaustive optimization.
> An extract from the results (too large to reproduce in full) is:-
> Item Profit No. Trades
> IS1 533 1
> OOS1 1126 2
>
> IS2 474 1
> OOS2 -537 2
>
> IS3 43 1
> OOS 784 2
>
> In two cases the OOS results are better than the preceding IS results. Though a little surprising,this is quite plausible, because the time periods differ.
> However,the IS2 profit is much poorer than the OOS1 profit, and this is a worry since exhaustive optimization is used, and the time periods are the same. Can anyone offer an explanation? Would it lie in the way profit is handled when a trade is not completed by the end of the selected period?
>
> Thanks
> Brian
>
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