How to Verify Walk-Forward Optimization (WFO) Results: Difference between revisions
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How to Verify Walk-Forward Optimization (WFO) Results (view source)
Revision as of 14:24, 6 January 2014
, 6 January 2014no edit summary
(Created page with "In most cases it is not a simple task - to verify WFO results by simply backtesting your strategy on a chart matching a specific OOS period from WFO report. The following aspe...") |
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# Apply the inputs for the OOS period from WFO report to strategy on this adjusted chart.</div> | # Apply the inputs for the OOS period from WFO report to strategy on this adjusted chart.</div> | ||
# Call Strategy Performance report and you will see the results match the respective OOS results from WFO report. | # Call Strategy Performance report and you will see the results match the respective OOS results from WFO report. | ||
# <div style="background-color: #E3FBE5;">'''Note''':If chart is range-based/tick-based/intraday data-based, script modification will required to do what is described in point 4. </div> | # <div style="background-color: #E3FBE5;">'''Note''':If chart is range-based/tick-based/intraday data-based, script modification will be required to do what is described in point 4. </div> |