Quote from gpiu:
very interesting thread...I've been using TS historical data for backtesting. Does EL have similar bugs to NT when it comes to looking at future data when performing optimizations?
I've received a couple of compiler errors when I had similar issues with an index attemping to get out of my training window, but I wonder now if it is truly robust.
Quote from masterm1ne:
Though I don't like stock, he's right. You can't learn how to play the lottery, but you can learn how to trade.
I think chances favor you if you pick trading over lottery.
Quote from gmst:
Do you have a reference for this? Thanks.