Hold-out
Does it hold on price history it was never tuned on?
- Profit factor on the part kept back
- Above 1, on at least 30 trades
0At least 1.02.0
If it fails:Killed at the hold-out
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The last part of the history is kept back. The search never chooses on it.
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A search judged on the history it was tuned on always looks good. The part kept back is history the chosen setting has never met.
Does it hold on price history it was never tuned on?
If it fails:Killed at the hold-out
A test's method can also keep a final slice back, after the hold-out. It never chooses anything.
Read once
A final slice is also kept back, and the chosen setting is checked on it once.
A killed result is not an error. It tells you which question the strategy could not answer.
It looked good until it met data it had never seen.