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Search: Posts Made By: karimatka

Forum: NinjaTrader

September 13th, 2012, 09:03 AM

Replies: 8

Interlaced Out of sample testing

Views: 1,737

Posted By karimatka

yes, we are proving settings with oost, the thing...

yes, we are proving settings with oost, the thing is just we do many oost in a short time and then seelect the system with best settings, best learning+best oost

it is interlaced, not rolling...

Forum: NinjaTrader

September 13th, 2012, 08:25 AM

Replies: 8

Interlaced Out of sample testing

Views: 1,737

Posted By karimatka

I do not understand this. If you meant, that we...

I do not understand this. If you meant, that we take the whole interval, of trades and optimize it, NO we do not do that, we take only 70% of the trades for oost, then we do the oost.

It is like...

Forum: NinjaTrader

September 13th, 2012, 08:20 AM

Replies: 8

Interlaced Out of sample testing

Views: 1,737

Posted By karimatka

we had the trades for the next week, but...

we had the trades for the next week, but thosetrades were not contained in the learning set, we have them for all weeks for baseline, like the SMAcrossover with fixed both periods, this provides us...

Forum: NinjaTrader

September 13th, 2012, 08:06 AM

Replies: 8

Interlaced Out of sample testing

Views: 1,737

Posted By karimatka

...and thank you for the books, we willcheck them...

...and thank you for the books, we willcheck them out as there is always a lot ot learn....

with this approach we are little bit worried about what we call "second level" overfitting, as we...

Forum: NinjaTrader

September 13th, 2012, 07:46 AM

Replies: 8

Interlaced Out of sample testing

Views: 1,737

Posted By karimatka

iOOST

It is still in development and it does not chart the in and out of sample data in different colours. I will try to explain it better:
image we have 5 weeks of say 50 trades, no filters, in database,...

Forum: NinjaTrader

September 13th, 2012, 06:19 AM

Replies: 8

Interlaced Out of sample testing

Views: 1,737

Posted By karimatka

Interlaced Out of sample testing

Hi,
though I am new to this forum considering this is my first post, I am not new to trading and also though I this is is going to be more general question, I did not know what part of forum to...

Showing results 1 to 6 of 6

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