Using detrend when optimizing

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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: 28,024 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 28,024 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.

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