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Open Feature request MC-642

Add Walk Forward optimizations to the Portfolio Backtester

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12
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Description

The current Portfolio Backtester hasn't the function to perform a Walk Forward optimization. This is an important feature, since walk forward optimizations are one of the most robust ways of optimizing, and give a more realistic picture about what kind of future performance can be expected.

Steps to reproduce this issue

N/A

Comments (3)
#0
user-offline.png  moses (moses)
Mar 24, 2013 - 11:56

I bought MC recently, and just realised that the portfolio backtester doesn't have walk forward analysis. For an equities trader like me, this is a major drawback.
It would be extremely valuable if this issue was given high priority.
Thank you
moses

#0
user-offline.png  GB (Id2)
Feb 20, 2014 - 08:43

hallo all, I also think that this is one important issue, i would like to Vote but i don't know how, when i press "Vote for this issue" nothing happend.
could you help me?
waldem

#0
user-offline.png  MultiCharts Support (MultiCharts)
Feb 20, 2014 - 11:22

You have to be registered and logged in to vote for it.

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    MultiCharts 9.0 (RELEASED)
  • Status
    Released
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)
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Commits (0)
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Duplicate issues (0)
This issue does not have any duplicates