Using detrend when optimizing

Gamestudio Links

Zorro Links

Purchase A8 full licence version
by ukgamer. 08/30/26 14:27

ZorroGPT
by TipmyPip. 08/29/26 06:56

Pause button for evaluation shell?
by AndrewAMD. 08/13/26 17:16

AUM Magazine

Latest Screens

2 registered members (TipmyPip, Bauer097), 2,317 guests, and 2 spiders.

Key: Admin, Global Mod, Mod

Newest Members

Print Thread

Rate Thread

Using detrend when optimizing #440300 04/23/14 09:04 04/23/14 09:04
Joined: Apr 2014 Posts: 23 M Mothership OP Newbie
Mothership OP Newbie M Joined: Apr 2014 Posts: 23	Hi! The manual says Quote: Backtesting with detrended and inverted price curves is a quick method to verify the robustness of a strategy. Do you recommend using detrend when training/testing strategies per "default"? For discussion: Can you recommend any other "parameter/settings" that one can add for simply enhance the robustness when testing/training?

Re: Using detrend when optimizing [Re: Mothership] #440308 04/23/14 12:21 04/23/14 12:21
Joined: Jul 2000 Posts: 28,133 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 28,133 Frankfurt	Yes, detrending when training can make sense when you have a strong trend in the simulation period and a long/short asymmetry in the system.

Moderated by Petra