The Traderszone Network

Published in TZ Latest News 17 October, 2017 by The TZ Newswire Staff

Is Walk-Forward (out of sample) testing simply an illusion?

If we test a bunch of strategies on data segment 1 and then data segment 2 and then keep the ones that do well on both……….

Isn’t that the same as testing them on segment 3 which is a combination of 1 and 2 and keeping “the good ones”?

We’ll arrive to the same choice of strats in both cases, no?