heyligerb - 20-6-2017 at 07:04 AM
Hi Peter!
In the GSB quick manual, you say the following with regard to the app setting:
"Should you use full period filter, you have in effect made all systems in-sample."
Can you please explain how that is the case? It was my impression the app settings are only filtering and are not used for the fitness? Am I
misunderstanding something?
Thanks,
Brian
admin - 20-6-2017 at 04:04 PM
Hi Brian,
GSB fitness is derived from test period only. So you are correct. But if the human looking at GSB filters the entire period, YOU have invalidated the
results as the results you see are insample as YOU have filtered out all bad systems.
Being practical, nothing wrong with doing this as long as you realize what youve done, you understand that the systems that failed are no longer
reported, and most of all that you WF the systems you choose.
I hope I explained this well. If now I will try again or ask more questions.