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August 5, 2022 at 17:02
#120817
Petko Aleksandrov
Keymaster
Hey Steve,
Yes, that is right, but when generating with 100k bars and then recalculating with 200k bars, you are doing the OOS in the opposite direction.
I am generating the strategies with the most recent data and then checking if they would work in the previous 100k bars.
I don’t say it is the better way to go, but just another way to check the robustness.