Tag: out-of-sample (OOS)

Home I apply a topic based filter here, sorting by the best IS, followed by the best

Home To incorporate these elements into your SQX setup for handling maximum drawdown effectively, here are the

Home Yes, your approach is valid and makes sense. Here’s why using full data for ranking in

Home When certain performance metrics are “too high” in a bad way, it could indicate potential issues

Home Yes, you can definitely use the filters you listed for building your trading portfolio. Applying these

Home ah yes i added these filters already in all step; Profit factor (IS) > 1.4 Ret/DD

Home Primary Filters for Portfolio Selection (Including IS and OOS) When building portfolios in Portfolio Master and

Home Suggested Approach for Phase 1 Portfolio Creation with IS and OOS Filtering In phase 1, the

Home In StrategyQuant’s Optimizer, the Simple and Walk-Forward Matrix optimizations serve different purposes and offer distinct methodologies

Home For filtering strategies in In-Sample (IS) and Out-of-Sample (OOS) phases, here’s how you should approach it to ensure long-term

Home Added ability to filter by IS and OOS in each topic to see which IS/OOS should

Home If you prefer not to use ADX, MACD, RSI, or ATR, we can build the strategy using other signals from

Home Let’s simplify things by using the signals you already have in your system. Here’s a strategy

Home OOS Testing: More importantly, assess the performance during out-of-sample testing to ensure the strategy is robust

Home To filter and select the best strategies from your 300+ strategies in Portfolio Master, follow a systematic approach

Home Yes, it is possible to find or build a strategy that meets these criteria, but it