Normal
I've never tested any of my systems with out of sample data from the same bourse for the same reason you did.I also developed most of mine well before I read about out of sample.Since then all have been tested walk forward in R/T and my first 8 yrs ago has 8 yrs of data to look at that it wasnt tested on.My comments are(1) Try other bourses with similar stock types.(2) Wouldn't worry about it if your live trading is within the limits of your test results.(3) Even testing out of sample data isn't fail safe.All you need to have happen is the data your trading going forward is different enough to the in and out of sample data to cause the system to trade outside of its blue print!Have you Montecarlo tested the systems to get a better idea of the upper lower and median values of your systems---that way you can judge a little clearer how the system is performing live.
I've never tested any of my systems with out of sample data from the same bourse for the same reason you did.
I also developed most of mine well before I read about out of sample.
Since then all have been tested walk forward in R/T and my first 8 yrs ago has 8 yrs of data to look at that it wasnt tested on.
My comments are
(1) Try other bourses with similar stock types.
(2) Wouldn't worry about it if your live trading is within the limits of your test results.
(3) Even testing out of sample data isn't fail safe.All you need to have happen is the data your trading going forward is different enough to the in and out of sample data to cause the system to trade outside of its blue print!
Have you Montecarlo tested the systems to get a better idea of the upper lower and median values of your systems---that way you can judge a little clearer how the system is performing live.
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