Alan, thank you for your quick and clear responses, I appreciate. I just ran the test, and it works as you explained.
Do you know if there is an automatique check for Acceptance Criteria on the Out of Sample part?
For example I run the generator for the dates : 01/01/2023 to 01/10/2023 with data_end_percent = 70, so it creates strategies from 01/01/2023 to ~01/07/2023. Then is there a check of acceptance criteria on the period 01/07/2023 to 01/10/2023 ?
Thanks,
Rds,
Wassim