Selection bias – how much is too much and general MOC discussion

[JulianCohen]

I use 3:40pm

[SaidBitar]

3:40 PM also

[ZachSwann]

Just wondering how the elimination of selection bias has effected CARG and MDD on MOC Systems?

[JulianCohen]

Well for me it has made a great difference. I can now be sure that my actual is reflecting my backtest, and I have re-tweaked the system to account for that. Interestingly now I find getting the method for ranking to be a crucial variable. Changing that can have a dramatic effect on the end result, so if you are looking at this I urge you to be creative with that particular parameter.

[RobGiles]

3:40pm

I’m using the CBT version of my MOC system and have had a couple of sessions where I’ve had the max 40 orders to place, which feels better than placing 40+ orders back in the old days of running the system with SB. Re performance, I’ll see hw it looks in 6 months I guess.

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