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May 1, 2019 at 18:53
#11719
Inactive
Hey everyone! Just wanted to post an update of the Acceptance Criteria that I am using after having implemented the OOS from watching Petko’s videos:
Complete backtest-Minimum win/loss ratio-0.7
In Sample (training) part-Minimum net profit-100 and Minimum r-squared-65
Out of Sample (trading) part-Same as In Sample
Doing well with this. :)