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Break the historical backtesting period into OOS for every 2nd day, etc..

Break the historical backtesting period into OOS for every 2nd day,

Or let us have access to manipulate the IS/OOS/ISV/NOTRADE periods more in depth,

For example rather than only having a choice of choosing big portions of data as IS/OOS/ISV/NOTRADE in terms of %/Dates,

Let us have an option to make it like so:
OOS on every 2nd Day,
OR
OOS on every 2nd Week,
OR
OOS on every 2nd Month,
OR
OOS on every 2nd Year,

I prefer OSS on every 2nd Day, this way we are not getting biased upon some specific period of time in our historical data,

Thanks.
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  • Votes +3
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

k
#1

Karish

02.04.2021 11:17

Task created

k
#2

Karish

02.04.2021 11:21
Voted for this task.
k
#3

Karish

03.04.2021 14:28

Attachment firefox_2PvufWxz73.png added

firefox_2PvufWxz73.png
firefox_2PvufWxz73.png
(73.03 KiB)
k
#4

Karish

03.04.2021 14:34

https://www.youtube.com/watch?v=bxBqm4fpVAM&list=UUZs7ToWH46Mcm7apv6Tys4w&index=6



k
#5

Karish

03.04.2021 15:04

Another video that mention this:


https://www.youtube.com/watch?v=fR_TSvsJxxQ&list=UUxxvWcvtZUzb3xyvIpOYmlg&index=22



MF
#6

Marti

03.04.2021 18:08
Voted for this task.
b
#7

bentra

03.04.2021 18:42
Voted for this task.
Votes: +3

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