Replicating Walk Forward Optimization in Signal. Different

MeiHua · Postby **MeiHua** » 17 Mar 2013

I have been doing walk foward optimization on my signal strategy. I have tried to sew together the out of sample periods, and their parameters to create 1 equity curve analysis that can be done on the chart. I am using YM back point adjusted. Everything compiled correctly, however the trades are not matching what the walk foward optimizer gave me. I was supposed to have over 1000 trades, but when i put the parameters in the strategy. which i double checked. I am only getting 27 trades. Heres a code snippet to understand how the parameters are changing.

Code: Select all

 if date >= 1030817  and date < 1040317 then

    begin

       BBLength = 20;

       NumDevsDn = 5;

       NumDevsUp = 2;

    end ;

    

    if date >= 1040317 and date < 1041018 then

    begin

       BBLength = 18;

       NumDevsDn = 3;

       NumDevsUp = 2;

    end ;

    

    if date >= 1041019  and date < 1050520 then

    begin

       BBLength = 34;

       NumDevsDn = 1;

       NumDevsUp = 3;

    end ;

Henry MultiСharts · Postby **Henry MultiСharts** » 18 Mar 2013

Hello MeiHua,

Please make sure you are running the latest build of MultiCharts 8.5 Release (6850/6851).

If the problem still persists please provide the following information for analysis:
- workspace you are using
- in QuoteManager select the symbol you are using, make a right click on it->Export data->Export instrument. Send me the Qmd export file for analysis.
- in Power Language editor->File->Export->export with dependent functions the studies you are using the workspaces you are providing. Ыend me the study export file
- attach a detailed problem description and highlight the problem on the screenshots.

You can send this information to my email (if the size of the files is <10 mb support@multicharts.com) or upload it to any file sharing hosting and send me the download link. You can also come to our live chat Monday-Friday 6:30 am - 4 pm EST to demonstrate the issue remotely and we will collect all required for analysis information.

Replicating Walk Forward Optimization in Signal. Different

Replicating Walk Forward Optimization in Signal. Different

Re: Replicating Walk Forward Optimization in Signal. Differe