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Open Feature request MC-2099

Walk forward OOS equity chart with trades (similar to strategy report)

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Description

Please add walk forward optimization equity equity chart for OOS periods, similar to strategy performance report, where one can same chart, list of trades, etc for OOS period, so one can see what realistically equity curve would look like.

Steps to reproduce this issue

One can use standard strategy performance report for OOS periods stiched together.

Comments (1)
#0
user-offline.png  alko (alko)
Sep 04, 2016 - 09:06

Also, current WF analsys moves in steps up equal to IS period instead of OOS period. As a result, it does not reflect real life experience with WF adjustments of the models and also significantly cuts down walk forward sample size. This needs to be changed as WF in the current form is really useless.

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    MultiCharts 12
  • Status
    Confirmed
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
    Critical
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