MultiCharts Easter Sale has jumped in! Up to 50% off Explore offers
+1 888 340 6572 GET STARTED
MultiCharts Project Management
previous_open_issue.png
Go to the previous open issue
previous_issue.png
Go to the previous issue (open or closed)
star_faded.png
Please log in to bookmark issues
feature_request_small.png
Open Feature request MC-1957

Feed Walk-Forward-Testing parameter results directly into Portfolio Strategy

action_vote_minus_faded.png
1
Votes
action_vote_plus_faded.png
next_issue.png
Go to the next issue (open or closed)
next_open_issue.png
Go to the next open issue
Description

Assuming:
MC-1956  **
Will be done, this brings some new and interesting oportunities in covering the lack of MC capabilities for Walk-Forward-Testing. ** 

Assume you run a Walk-Forward-Testing and would like to get full stats on the OutOfSample time intervals. You cannot, at the moment.
What if one could build a Portfolio from different time-interval instances of the same instrument, and those different time-interval instances could be set with the test params/inputs used for the OutOfSample time-intervals of a Walk-Forward-Test. The overall backtest result of this Portfolio would be exactly the OutOfSample result-set specific to your Walk-Forward Test. This of course, implies each Portfolio "instrument" (or instance of the same instrument) time-interval would be different (that's why MC-1956 has been opened) to cover your overall timeline of interest.  
This would also cover:
MC-1479
as each Portolio "instrument" (or instance of the same instrument) would allow for a set "time-training" interval, such that potential signals/indicators have enough initial training data.

Steps to reproduce this issue

FR

Comments (0)
There are no comments
History
Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    Not determined
  • Status
    Not Reviewed
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (2)
People involved
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Normal
Attachments (0)
There is nothing attached to this issue
Commits (0)
There are no code checkins for this issue
Duplicate issues (0)
This issue does not have any duplicates