WFA_code analysis?  [SOLVED]

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WFA_code analysis?

Postby Sky » 22 May 2018

I have a question on the GA-WFA? I am running ~5 years of 5m-ES CustomSymbol as my data set, which is basically 20130101-present. In my strategy code I have set the strategy testing to be applied over 20130301 to 20150301. But in the Strategy Performance Report it states the Trading Period is > 4yrs 5months, which appears to be the entire data set.

If I optimize the same strategy code using a GA-WFA, is the WFA done across the complete data set (~4.5 yrs) or only on the dates I control the testing across in the strategy code, 20130301 to 20150301?

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Anna MultiCharts
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Re: WFA_code analysis?  [SOLVED]

Postby Anna MultiCharts » 25 May 2018

Hello, Sky!

The optimization (WFA as well) runs across the whole data range.

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