Optimizer OOS support

Is it possible to add OOS support for the Optimizer?

I had an optimization run for example from 2017-2019 and in the year 2019 the strategy made almost no profit. This would not be a good optimization (see mini equity chart attached).

Maybe the optimizer could optimize on an IS interval and filter based on an OOS interval?

Attachments

StrategyQuant X Optimizer mini equity chart.png

(944 B)

Votes 0
Project StrategyQuant X
Type Feature
Status Refused
Priority Normal

History

vtec

08.06.2019 11:27

Task created

Mark Fric

17.07.2019 09:52

Status changed from New to Refused

I don't see any point in this.

Optimizer doesn't work with OOS periods, you can specify a date range for which you want to use it.

Votes: 0