Changes

Jump to navigation Jump to search

Walk Forward Optimization

692 bytes added, 16:28, 24 October 2018
== Using Walk Forward Optimization ==
To use Walk forward Forward Optimization:
# Open the '''Format Objects''' window.<br><span>{{FormatObjectIS}}</span>
# Select the '''Signals''' tab and select the signal in the box.
# Click the '''Optimize''' button. The '''Select Optimization MethodSettings''' box window will appear.# Select either the optimizable inputs and optimization method – exhaustive or genetic (both will work with '''ExhaustiveWalk Forward Optimization''' or .) Please refer to [[Performing_Optimization]] for more information. # Click '''GeneticNext''' radio button for , and the type of optimization. (Both will work with '''Set Walk -Forward Parameters''' section will appear.# There are two possible types of segmentation for Walk-Forward Optimization: by number of runs and by time span. Select the desired one in the '''Segments Type'''section.)# Select If '''Number of Runs''' is selected:<br>Enter the number of runs into the '''Number of Runs:''' textbox.<br>Enter the percentage number for the OOS portion of a segment into the '''Walk ForwardOOS, % of first Run:''' textbox.<br>When '''Number of Runs''' check boxis selected, the segmentation is always performed according to bars.# If '''Time Span''' is selected:<br>Enter the number of bars/days for the IS portion of a segment into the '''IS''' textbox.<br># Enter the number of bars/days for the OOS portion of a segment into the '''OOS''' textbox.The number can be expressed as a percentage, if '''% of the first Run''' is selected in the next dropdown list, or in bars/days, if '''same as IS''' is selected there.
# Check the '''Anchored''' checkbox to use anchoring. Uncheck the '''Anchored''' checkbox to not use anchoring.
# Click the '''OKNext''' button.# Select In the '''Optimizable InputsSet Robustness Settings''' tab. Input start and end values for section set up the criteria according to which the inputs.# If performing an''' Exhaustive''' optimization, select robustness of the '''Optimization Criteria''' tab and complete inputsstrategy will be estimated. <br>If performing a ''For more information about Strategy Robustness click on 'Genetic''What is Robustness?' optimization, select the '''Algorithm-specific Properties''' tab and complete inputslink.<br>For more information, see [[Performing_Optimization|Performing Optimization]]# Click the '''OKAnalyze N Combinations''' buttonto run Walk-Forward Analysis and generate the Walk-Forward Optimization Report.
<br>
 
[[Category:Optimization]]

Navigation menu