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Always accept detrended result as more realistic?
#465844
05/15/17 05:42
05/15/17 05:42
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Joined: Feb 2017
Posts: 369
Dalla
OP
Senior Member
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OP
Senior Member
Joined: Feb 2017
Posts: 369
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I was developing a trend following system the other day, and it got surprisingly good results. Eventually realized that I had forgotten to detrend the trades while training (but not while testing), and when doing that the system was completely destroyed (still profitable, but not comfortably so). So should you always accept the detrended result as more realistic? Also, when in your development process should you detrend the trades? I tend to do it as a part of step 6 if you follow http://www.financial-hacker.com/build-better-strategies-part-3-the-development-process/
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