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Using the Optimized Value - What to Expect?
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Using the Optimized Value - What to Expect?
I've optimized a strategy based on one variable input against a list of instruments. I optimized against % Profitable. When I run a backtest against the same list of stocks, with the same time frame and replace the input with the stated "optimized" value from the optimize results, should I expect the same % Profitable that I saw in the optimized results?Tags: None
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Hello,
Yes you would expect this as long as the strategy didnt introduce anything in that would vary the tests from run to run. For example a random number generator or something.
Also, you want to make sure that the session template and days to load and all test parameters are the same.
I look forward to assisting you further.
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