Holes in Walk Forward WFA data - missing runs.
Holes in Walk Forward WFA data - missing runs.
was wondering if there is anything in the logs that explains the holes?
I've uploaded logs via the Feedback tool.
I find it hard to believe that there are missing runs due to no fit permutations being found -
when all other runs have found very fit permutations, well beyond any minimum thresholds in place
in the fitness function.
WFA's like this take me about a month to produce and so troubleshooting it by trial and error isn't viable.
Is there anything in the logs? What are the list of reasons why this might happen? Would a maxbarsback breach cancel an IS run, without cancelling the whole WFA, for example?
Also....MC provided me with a patch to stop some of my WFAs from crashing.
What was the reason for those crashes? Is it that event which is causing the empty runs, now with the patch applied?
What it looks like most of the time: Settings:
Note that I have two patches applied:
1) a fix for anchored PT WFOs not working
2) a fix for repeated PT WFO crashes
Min thresholds in the fitness function are well below minimums produced from In Sample "fit" permutations. Lowest metrics in the WFA shown above (with holes):
Trades: 2824 (on smallest 1st sample). Net Profit $1.1m. Profit Factor: 1.29.
All are well above respective 500, $50k, and 1.1pf minimum thresholds.
There is the very remote possibility that in the generation of 25 permutations repeated 75 times per run, that the GA is getting stuck on unfit permutations.... but I really doubt it. Would there be anything in the logs demonstrating "no fit permuations found"?
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Re: Holes in Walk Forward WFA data - missing runs.
Hello, wilkinsw!
I've requested the information from you that will be needed for reproducing the case on our end by e-mail. Please, continue discussing this case with me there.
I've requested the information from you that will be needed for reproducing the case on our end by e-mail. Please, continue discussing this case with me there.