So, my question is very simple. If running the TestOOS function you get the following accurancy:

(found in your article: http://www.financial-hacker.com/build-better-strategies-part-5-developing-a-machine-learning-system/ )

Code:
Confusion Matrix and Statistics

          Reference
Prediction    0    1
         0 1231  808
         1  512  934
                                          
               Accuracy : 0.6212          
                 95% CI : (0.6049, 0.6374)
    No Information Rate : 0.5001          
    P-Value [Acc > NIR] : < 2.2e-16


which is 62%, shall I expect the almost same rate of winning trades in Zorro?
Because I am getting about 10-15% less.
I do not understand what is the reason.
Thanks.
Cheers.

Last edited by gtell; 09/14/16 16:28.