Basic in-Sample/out-of-sample trading technique

Here is a very simple script that allows you to create a sort of in-sample/out-of-sample testing. The money management creates a script that takes one parameter. You can set this parameter to 1 to perform a normal backtest or set it to 1 to perform a backtest based on half of the data. The new simulation start date starts in the middle of the previous period. This means that the new date is calculated by taking the difference, in days, between the start and end dates, then dividing the days by 2 then adding this number of the start date.

By clicking on "Optimize" then settings "From 0 to 1, increment by 1", we may create two simulations: An in-sample and an in-sample + out-of-sample simulation.

This money management strategy can be added to any trading system by updating it, selecting "Money Management" tab, clicking on "Add an existing money management script" then selecting the "Basic in-Sample/out-of-sample trading technique" item.

Currently, the data is distributed equally to the in-sample and out-of-sample periods (50% to each one - remember that half the difference between the start and end dates was used). This proportion can be modified very easily in the "OnStartSimulation" event.

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