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Multipple OOS

SQ4 allows for multiple OOS. They are not calculated Independently. I added 8 OOS for test . Ranking option set for Net profit > 0. All of the strategies found have a negative OOS period of the 8 but strategy still saved to databank. Function useless if the OOS periods is not calculated independently.

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Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

mabi

15.10.2017 23:39

Task created

Mark Fric

16.07.2019 08:42

Status changed from New to Duplicate

duplicate of: https://roadmap.strategyquant.com/tasks/sq4_0530

Tamas

21.10.2019 13:22

Status changed from Duplicate to Fixed

mabi

22.10.2019 01:14

Fixed or only duplicate removed ?

Votes: 0