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?
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?