Please consider out of sample optimization run options for optimization runs ( both brute force and genetic ).
Idea is to let user select the date range used as in-sample for optimization and display performance report with In-sample and out-sample side by side.
This will save a lot of time for doing this manually and a very value-added feature.
Shouldn't be too hard to implement as well.
Suggested Feature: Out of sample data
- Andrew Kirillov
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Thanks. We will consider it.