Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Using the Optimized Value - What to Expect?
Collapse
X
-
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
-
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.
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by cre8able, Today, 01:16 PM
|
2 responses
9 views
0 likes
|
Last Post
by cre8able
Today, 01:40 PM
|
||
Started by chbruno, 04-24-2024, 04:10 PM
|
3 responses
48 views
0 likes
|
Last Post Today, 01:29 PM | ||
Started by samish18, Today, 01:01 PM
|
1 response
7 views
0 likes
|
Last Post Today, 01:25 PM | ||
Started by WHICKED, Today, 12:56 PM
|
1 response
9 views
0 likes
|
Last Post Today, 01:17 PM | ||
Started by WHICKED, Today, 12:45 PM
|
1 response
11 views
0 likes
|
Last Post Today, 01:08 PM |
Comment