Lets say that after a WFO backtest the strategy gives PF>1 and SR>1. Is it time to just adjust the strategy with a TMF function or the strategy has to be trained again after including the TMF function?
Re: TMF before or after training the strategy
[Re: nanotir]
#458484 03/15/1608:2003/15/1608:20
It is more oriented into the exit so I guess it is not necesary to train it again. It is more oriented to adjust the strategy and lock the profit or to introduce an advance trailing.