After working through Blackbook and tutorials I am still not really clear what the right way forward is, for training of my portfolio strategy.
During training of parameters, do I already use my wanted settings of
- hedging
- capital
- margin calculation
- equity curve trading method,
or do I simply optimize the barebone strategy and test above things afterwards?
At the moment different ways lead to different results what worries me a little.
Thanks for your advice....