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)
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* Sometimes script must be modified for backtesting in order to reach the previous goal. | * Sometimes script must be modified for backtesting in order to reach the previous goal. | ||
* All other chart and strategy settings should be identical (chart resolution, strategy inputs, IOG, BM, strategy properties, etc...) | * All other chart and strategy settings should be identical (chart resolution, strategy inputs, IOG, BM, strategy properties, etc...) | ||
* If there is an open trade by the end of OOS period, it is | * If there is an open trade by the end of OOS period, it is not counted in report. | ||
The following steps should be taken in order to check WFO results: | The following steps should be taken in order to check WFO results: |