TMF before or after training the strategy

Posted By: nanotir

TMF before or after training the strategy - 03/14/16 09:40

Hi

Lets say that after a WFO backtest the strategy gives PF>1 and SR>1. Is it time to just adjust the strategy with a TMF function or the strategy has to be trained again after including the TMF function?
Posted By: jcl

Re: TMF before or after training the strategy - 03/15/16 08:20

There is no general rule, it depends on what the TMF does. If it strongly affects the results and must be considered in the entry rules, train again.
Posted By: nanotir

Re: TMF before or after training the strategy - 03/15/16 14:45

Hi

Thanks. Itīs clear

It is more oriented into the exit so I guess it is not necesary to train it again.
It is more oriented to adjust the strategy and lock the profit or to introduce an advance trailing.
© 2024 lite-C Forums