Forums › ProRealTime English forum › ProOrder support › My Study in Optimization › Reply To: My Study in Optimization
01/09/2019 at 7:32 PM
#88271
If I understanding the most recent variable from WFA report, it does not include the market behaviour between 30/7/18 – 9/1/19.
30/7/18 – 9/1/19 is an OOS period, so variables set / optimised in the IS period (27/11/17 to 30/7/18) are applied (without any further optimisation) to prices in the OOS period.
Hope that helps?