Hi,
As the Out of Sample Performance (Cumulative returns) chart was plotted against test period of 271 time data points. So if for example the model is to be implemented today, then the model shall be fitted from 1083 time data points up till today? Or something else?
Course Name: Decision Trees in Trading, Section No: 3, Unit No: 9, Unit type: Notebook
In the notebook, the out-of-sample performance chart was just to test how well the model works on unseen data. It’s not the actual implementation - it’s the validation step to check if your strategy is effective before using it with real money.
For real implementation, you would train the decision tree again using all available data up to today, and then use it to make predictions for future trading decisions.
Let me know if something is not clear
Thanks for the reply