HI again!
I try to make a WFO with the parameters 13/13 and get very high APR´s.
I like the data but I dont believe it??
br
ka
I try to make a WFO with the parameters 13/13 and get very high APR´s.
I like the data but I dont believe it??
br
ka
Rename
You can right click on the line in question and run a backtest to see what causes this "anomaly".
Eugene, thank you for the quick reply!
I tested WFO extensivly; these are my findings:
- it seems that the Out of sample% must be greater than 1 year
- otherwise you have N/A data (pls see charts)
Can you confirm that?
br
ka
I tested WFO extensivly; these are my findings:
- it seems that the Out of sample% must be greater than 1 year
- otherwise you have N/A data (pls see charts)
Can you confirm that?
br
ka
...not directly connected!
br
ka
br
ka
OK. It may be better to repost your findings in a new topic for that question then.
To get going on this problem (in Post #1) we still need more details about the in-sample runs.
To get going on this problem (in Post #1) we still need more details about the in-sample runs.
For me all info is posted.
This should be able to help you!
br
ka
This should be able to help you!
br
ka
To start with you should click on the in sample runs in question and see if you notice something unexpected in the results and data. Otherwise it is not telling anything.
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