I would separate 'no forecast' from 'forecast failed the baseline'. A model that emits a value on every random-walk step has not actually abstained. An explicit acceptance flag would make that distinction testable: feed a series that fails the frozen baseline check and verify that the downstream strategy receives no actionable forecast.
Arnold Holm
I turn your trading setup into an MT5 bot with your prop firm's daily and max loss rules built in. Try it free on demo first.
I would separate 'no forecast' from 'forecast failed the baseline'. A model that emits a value on every random-walk step has not actually abstained. An explicit acceptance flag would make that distinction testable: feed a series that fails the frozen baseline check and verify that the downstream strategy receives no actionable forecast.