no trade when there is a negative trained WFOcycle

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
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