nikkaramessinis / StockExploration

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Sliding window strategy #18

Open nikkaramessinis opened 4 months ago

nikkaramessinis commented 4 months ago

Based on what we've seen so far a strategy can be great for a day but once new data arrives the strategy may turn to crappy. 04-06-2024 strategy turned crappy 900 equity out of a 1000 for ARM but just before 31-05-2024 strategy the outcome was 1700. So first good to debug why that happened. second maybe we need to slide a strategy for different dates so that we check it is bulletproof

nikkaramessinis commented 3 weeks ago

https://www.youtube.com/watch?v=lXJclKmQR-k