Posted By: maxwellreturn
no trade when there is a negative trained WFOcycle - 08/24/19 22:33
suppose that i have NumWfoCycle = 5
if for example the 3rd wfo cycle train have all the steps of a parameter with PF<1, is there a way to stop the algo and not trade in the OOS test of the third cycle?
thank you all
if for example the 3rd wfo cycle train have all the steps of a parameter with PF<1, is there a way to stop the algo and not trade in the OOS test of the third cycle?
thank you all