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Posts Made By:
HitTheCity
Forum:
NinjaTrader
June 11th, 2014, 02:42 AM
Replies:
27
How can a strategy be profitable when backtested but not when actually used?
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Posted By
HitTheCity
If the backtest was preceded by an optimization...
If the backtest was preceded by an optimization process to select strategy parameters, then over fitting is quite likely a reason why backtest results would not be at all reflective of live results.
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June 11th, 2014, 02:42 AM
