On last week’s post we talked about how the in-sample profit factor (PF) and sharpe ratio (SR) statistics in our PA system repository correlate with their out-of-sample values. It was clear from those findings that the correlation between in-sample and out-of-sample variables is increasing as a function of trade number, corroborating earlier evidence using pseudo […]
Mechanical Forex
Trading in the FX market using mechanical trading strategies
