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Anonymous
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Good morning Facundo,

Sorry for the storybook I’m about to Write.

In sample and out of sample are two different ways of looking at your strategies. FSB and EA Studios utilize machine learning to find and backtest strategies. “In Sample” is what the software uses to build the strategy on, and depending on your acceptance criteria will then put into the collection for you because it’s saying “i found what you might be looking for”. The problem with this is that you have an extremely high chance of over optimization and wouldn’t know it until you put the strategy onto your demo (which will become valuable real estate as you produce more strategies). “Out of sample” comes into play as a simulation of what the strategy “should have done” if you placed it on a demo or live account when the OOS period started. However as i explained in another post, Market timing is now your next obstacle if the strategy has passed acceptance criteria, OOS, and Monte Carlo. When we place the strategy is also important, it could misread the market structure and get dragged around. This is why we see a huge separation when placing them on demo. Some are in tune with the structure and fly to the top of our FXblue list. Some are not in tune with the current moves in the market and fall the bottom. One of my first strategies I created at the end of 2018 wasn’t in tune and fell fast from my radar and was removed from further testing at the beginning of 2019. March of 2019 i bought a new PC and gave it another go since i didn’t have a huge selection of strategies on demo. It’s currently my 2nd best EURUSD strategy behind Petko’s that he released to us in September of 2018. Moral of the story, keep trying different things to find what you’re comfortable trading, then find your way of managing them on the live accounts. FSB and EA Studios are tools, its up to us to figure out how to use it to our advantages.

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