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June 6, 2019 at 23:23
#13099
Inactive
Hey Jacpin,
Sorry to hear that you had personal issues, I hope everything will be perfect soon with you.
Actually, we use pretty similar Acceptance criteria, only I use Profit factor above 1.2 for the whole period and r-squared – 60%.
What is the reason you use different r-squared in the Complete backtest and in the In/Out of sample?
Thanks for sharing!