How to to periodic walk forward

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rkhan
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How to to periodic walk forward

Postby rkhan » 20 Jun 2014

How could i get MC to perform a periodic walkforward

For eg, what i would like is to optimise values for say 2000 - 2004, and then walk forward for the year 2005, and then again optimise for now 2001 - 2005 and walk forward for 2006
and then again now optimise for 2002 - 2006 and now walk forward for 2007

Something along these lines is what i would like the system to do

Is it possible?
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JoshM
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Re: How to to periodic walk forward

Postby JoshM » 22 Jun 2014

So, like a Continuous Walk Forward Analysis (CWFA)?
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