Walk Forward is greyed out in Portfolio Backtester

Questions about MultiCharts and user contributed studies.
SeanBannister
Posts: 11
Joined: 04 Jan 2011

Walk Forward is greyed out in Portfolio Backtester

Postby SeanBannister » 05 Jan 2011

I've been using "Walk Forward" in Multicharts for backtesting and it works great but when I try to use it in the Portfolio Backtester the Walk Forward check box is greyed out so I can't click it. Is this a limitation of the Portfolio Backtester? Or a missing setting?

Example screen shot is attached.
Attachments
walkforward.png
walkforward.png (148.29 KiB) Viewed 165 times

SeanBannister
Posts: 11
Joined: 04 Jan 2011

Re: Walk Forward is greyed out in Portfolio Backtester

Postby SeanBannister » 09 Jan 2011

I was wondering if someone could confirm if "walk forward" is greyed out for them when performing a Portfolio Backtest? Thanks

User avatar
Dave Masalov
Posts: 1712
Joined: 16 Apr 2010
Has thanked: 51 times
Been thanked: 485 times

Re: Walk Forward is greyed out in Portfolio Backtester

Postby Dave Masalov » 13 Jan 2011

Dear SeanBannister,

Walk-forward optimization is not supported in Portfolio Backtester.

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: Walk Forward is greyed out in Portfolio Backtester

Postby JoshM » 06 Oct 2011

Dave Masalov wrote:Walk-forward optimization is not supported in Portfolio Backtester.

Too bad, since walk-forward optimizations are a great way to test the robustness of a trading strategy and get a better picture about what future performance might be expected.


Thanks! :)

Josh


Return to “MultiCharts”