Forum: NinjaTrader
September 13th, 2012, 08:51 AM
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Replies: 8
Views: 1,739
I meant that you don't should use oost to GET...
I meant that you don't should use oost to GET your settings, you use oost to PROVE your settings. The results are the strategy result metrics for the OOS periods. They should be positive and occur...
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Forum: NinjaTrader
September 13th, 2012, 08:07 AM
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Replies: 8
Views: 1,739
I'm not sure. You wrote: "In other words we...
I'm not sure. You wrote: "In other words we select the best period EMA based on every second week's trades, then we run this settings on every first week to see, how it worked". In live trading you...
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Forum: NinjaTrader
September 13th, 2012, 07:11 AM
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Replies: 8
Views: 1,739
I'm not really sure if i understand your oost,...
I'm not really sure if i understand your oost, but i think you include future, unknown price date into the "out of sample" first week test. You have to make sure, that you only apply "learning" data...
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