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March 9, 2022 at 21:57
#111697
Inactive
Yeah my original thought re generating for complete but then normalizing for 30% was as you say, optimization has changed the strategy and then you check it’s still okay OOS.
But if you want more bars for generation then I think just set the bars higher, but keeping the OOS completely reserved for a final check so that it hasn’t been used at any point in the strategy development is the way to get the most out of this robustness check.