Changes

Jump to navigation Jump to search

Walk Forward Optimization

796 bytes added, 17:37, 24 October 2018
== Using Walk Forward Optimization ==
To use Walk forward Forward Optimization:
# :1. Open the '''Format Objects''' window.<br><span>{{FormatObjectIS}}</span># :2. Select the '''Signals''' tab and select the signal in the box.# :3. Click the '''Optimize''' button. The '''Select Optimization MethodSettings''' box window will appear.# :4. 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. :5. Click '''GeneticNext''' radio button for , and the type of optimization. (Both will work with '''Set Walk -Forward Parameters''' section will appear.:6. 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.:7. If '''Number of Runs''' is selected:<br>Enter the number of runs into the '''Number of Runs:''' textbox.)# Select <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.:8.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. # :9. Check the '''Anchored''' checkbox to use anchoring. Uncheck the '''Anchored''' checkbox to not use anchoring.# :10. Click the '''OKNext''' button.# Select the '''Optimizable Inputs''' tab:11. Input start and end values for In the inputs.# If performing an''' ExhaustiveSet Robustness Settings''' optimization, select section set up the criteria according to which the robustness of the strategy will be estimated. For more information about Strategy Robustness click on [https://www.multicharts.com/trading-software/index.php/Strategy_Robustness '''Optimization CriteriaWhat is Robustness?''' tab and complete inputs] link.:12. <br>If performing a Click '''GeneticAnalyze N Combinations''' optimization, select to run Walk-Forward Analysis and generate the '''AlgorithmWalk-specific Properties''' tab and complete inputs.<br>For more information, see [[Performing_Optimization|Performing Forward Optimization]]# Click the '''OK''' buttonReport.
<br>
 
[[Category:Optimization]]

Navigation menu