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Train and Test Performance Reports
#454329
09/04/15 12:37
09/04/15 12:37
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Joined: Sep 2014
Posts: 22
Giorm
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Newbie
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OP
Newbie
Joined: Sep 2014
Posts: 22
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When i use this code (or using WFO) if (Train) set (SKIP3); if (Test) set (SKIP1+SKIP2);
I would like to check and compare the train and test performance of my strategy. How and where can I find both reports?
Last edited by Giorm; 09/04/15 21:54.
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Re: Train and Test Performance Reports
[Re: jcl]
#454599
09/11/15 10:41
09/11/15 10:41
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Joined: Sep 2014
Posts: 22
Giorm
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Newbie
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OP
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Joined: Sep 2014
Posts: 22
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thanks, so you save me from a lot of work (i was starting to develop that sort of complexity analisys that indeed is wrong!) At the end, in your opinion, what is the best tool to use to detect overfitting and the simpler to implement with ZT? Bootstrap Reality Check? White's Reality Check? ...
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