+1 888 340 6572
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-637

List of trades for Walk Forward Optimization

action_vote_minus_faded.png
11
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

Will be a good feature to have a list of trades for WFA optimization.
This improvement would provide a list of trades as close as possible to reality and would make possible more robust montecarlo analysis.

Steps to reproduce this issue

In excel file.

Comments (1)
#0
user-offline.png  andb (andrei.reiand@gmail.com)
Oct 20, 2015 - 22:32

Not only the report should have an Out Of Sample only section, but this should be coupled with MC-1479 which would provide great value to Walk-Forward-Optimization. If Monte Carlo would also be added for OOS, it would be a one stop shop for backteting.

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Not determined
  • Targeted for
    Not determined
  • Status
    Confirmed
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (3)
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