Having multiple OOS tests?
3 replies
huangwh88
7 years ago #116175
Hello,
In the ‘How to trade profitably in forex using SQ’ e-book, the author uses 3 OOS tests. The first is done while building the strategy, immediately after the In sample data. The second OOS test is done on all strategies that have made it to the databank, immediately after the build phase. The last OOS test is done on the strategies that have survived MC analysis and slippage tests etc.
What is the rationale behind having 3 separate OOS tests? What is the advantage over having 1 OOS test (but with more data) ?
Karish
7 years ago #140986
SQ4 will allow you to add more OOS samples into your building workflow, that was already confirmed and implemented as an example into the SQ4 Alpha version.
huangwh88
7 years ago #140988
SQ4 will allow you to add more OOS samples into your building workflow, that was already confirmed and implemented as an example into the SQ4 Alpha version.
Hi Karish,
What is the advantage of having multiple OOS tests? For example, if you had 2 years of data for OOS testing, would you run 2 successive OOS tests, each with 1 year or data, or would you run 1 OOS test with the 2 years of data?
Karish
7 years ago #141005
The advantage is clearly Manually self built Walk Forward Analysis..
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