Walk Forward Optimization Report: Difference between revisions
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Abeloglazova (talk | contribs) (Created page with "After the Walk Forward Optimization is finished a corresponding report opens. The report can be copied to clipboard (to do this click on the corresponding '''Copy to Clipb...") |
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The summary for each column is represented in the lower part of the report and displays the '''Maximum''', '''Minimum''' and '''Average''' values for each column. To hide or display this section click on the corresponding '''Show / Hide summary''' icon on the toolbar. | The summary for each column is represented in the lower part of the report and displays the '''Maximum''', '''Minimum''' and '''Average''' values for each column. To hide or display this section click on the corresponding '''Show / Hide summary''' icon on the toolbar. | ||
To apply the recommended parameters combination, unfold the '''Forecast''' section, put the cursor on one of the titles in the table, press '''Apply''' in the popup menu. | |||
The '''Annualized P/L''' and '''PostOptimization Risk''' values are also displayed in the bottom of the WFO report. | |||
In the '''Walk Forward Report settings''' window one can change the robustness settings. | |||
The results for the new criteria will be applied on-the-fly without the need for performing another optimization. For more information about Strategy Robustness click on [https://www.multicharts.com/trading-software/index.php/Strategy_Robustness '''What is Robustness?'''] link. | |||
[[Category:Optimization]] |