Skip to content

Navigation Menu

Sign in
Appearance settings

Search code, repositories, users, issues, pull requests...

Provide feedback

We read every piece of feedback, and take your input very seriously.

Saved searches

Use saved searches to filter your results more quickly

Sign up
Appearance settings

How is split data backtesting done? #1137

Unanswered
BradKML asked this question in Q&A
Discussion options

For backtesting often cross-validation is needed, how can it be done on backtesting.py compared to VectorBT? https://vectorbt.pro/features/optimization/

  1. How does one get to do sliding window for testing different strategies?
  2. How does one see the effect of the same strategy but given more data points for training?
You must be logged in to vote

Replies: 0 comments

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Category
Q&A
Labels
None yet
1 participant

AltStyle によって変換されたページ (->オリジナル) /