TMF before or after training the strategy

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TMF before or after training the strategy #458481 03/14/16 09:40 03/14/16 09:40
Joined: Mar 2015 Posts: 336 Rogaland N nanotir OP Senior Member
nanotir OP Senior Member N Joined: Mar 2015 Posts: 336 Rogaland	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?

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Subject	Posted By	Posted
TMF before or after training the strategy	nanotir	03/14/16 09:40
Re: TMF before or after training the strategy	jcl	03/15/16 08:20
Re: TMF before or after training the strategy	nanotir	03/15/16 14:45

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