perhaps you guys have a little misunderstanding in wording. perhaps I can help to clarify: - I have ES data from June 09 till December 10 - my optimization runs cover June 09 till September 30 2010 (in- sample) - with the optimized parameters I do a back test run from October 10 till December 10 (out of sample) - when the back test results for these 2 months are positive and are close to my Profit Factor and/or PI from the optimizer run, then I have found a good strategy with good parameters
I think it is very important to split the data sets in a data set for optimization and a data set for back testing the optimized parameters. how do the other guys here in the forum handle this process of optimization and back testing? -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
