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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures
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To: Patrick Slevin who wrote (16920)3/1/1999 8:28:00 AM
From: Brian Hornby  Read Replies (1) of 44573
 
Thanks. I recommend you do just pre- out of sample optimization, as there are many more samples in the pre data and so you get perhaps a more global optimization, and because post optimization skews the data, you are not really getting a fair "blind" test of the system.

In my system I don't use any ratios like the web models, I played with those transforms and they didn't seem to add anything but use up my inputs..
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