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Open Feature request MC-2324

Test more than 1 optimisation result in the WalkForward

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Since the calculation are already done, this would take a lot more process time to test more than 1 optimisation result on the "Out of sample" period

So that would make it easier to confirm if a "custom criteria" is suitable or not.

I would see it like this:
In the optimisation popup,
-We click the WalkForward option (As already)
-We choose IS and OS period (As already)
-We choose the number of best performing member to be applied to the "Out of sample" period (New feature)

So if I choose "10" then the report would have 10 times more result (for each periods) than now

Comments (1)
user-offline.png  FidelisCapital (Fidelis)
03 oct. 2017 - 19:00

A change like this makes sense. But, I think the platform could do with some major changes that would make this idea a very small thing. I would like MC Development to look at a platform that I recently demoed called Algoterminal. It has all of these things and more. I think MC should take idea from it and improve MC in the next upgrade. Please look at my recommendations



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