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Open Feature request MC-1478

Display Walk Forward Optimization Parameters for next Out of Sample period if incomplete

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Description

I would like to see the Walk Forward Optimization Parameters for next Out of Sample period if incomplete. From what I understand the WFO report only shows complete periods.
For example your Walk forward might end 5/16/2013 the end of your data set is 6/30/2013. You might have a 300 day OOS or something that is larger than that time frame. So you will not get the current results. Even though the engine has all the information required to fill in up to the current date. As this will only occur at the last WFO window. So it already has enough bars back and historical data to optimize parameters.
So if we could see the currrent WFO window parameters and current trades taken, even if that window is not complete. That would be great.
I tried a work around but according to tech support, it is not possible to replicate that last window using the simple optimizer. since the WFO is so "complex" and it is by "design".

The example posted in images, the WFO ends at 9/20/2013 but our data set goes to 9/27/2013. the OOS in this period is 90 days. we have enough back data to generate parameters, and a current set of trades, and the rest of the results. However because the window did not complete all 90 days it does not appear in the results.

Steps to reproduce this issue

Run a walkforward optimization where the end of the data set does not allow a complete OOS window to complete. you will always end up with a gap between the end date of your data and the last WFO window that completed.

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