Disliked{quote} Hi HeyYou, backtests are a double-edged sword. It is so easy to do datamining and optimize a system beyond belief. While it may seem realistic, it is vital to look that you developed a system without falling into the trap of datamining. As you probably have noticed you can pull out 100s of systems that look amazing in a backtest and then suddenly something happens - real time performance lags dramatically or even turns negative - that is the result of datamining. As I don't know you, maybe you already know of those pitfalls, and have taken...Ignored
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