Seconding this. I'm in touch with a bunch of smart coder/traders trying this and nobody (to my knowledge) is making backtest match forward test. To me, ML isn't

Seconding this. I'm in touch with a bunch of smart coder/traders trying this and nobody (to my knowledge) is making backtest match forward test. To me, ML isn't optimised for this kind of problem. It might be possible to kludge it, but you won't know what it's doing. My bot that tracks and trades momentum isn't as sexy, but it works.