// 4th group of libes if(Train) { Detrend = TRADES; // detrend on trade level } else { Detrend = 0; }
nothing else have been changed And I run 4 test adding a group of line each time. I was expecting worse results than the ones listed in the turial. Testing OOS is totally another story, but the results was totally unespected and while I was adding sophistication to the training methods the results was going worst.
I have attacched the results of the different traings/tests. Any Idea? wrong approach. Wrong coding, or just a strategy that is not profitable? One more thing How will you try to improve it?