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Walk Forward Optimization

104 bytes added, 17:37, 24 October 2018
To use Walk 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 '''Optimization Settings''' window will appear.# :4. Select the optimizable inputs and optimization method – exhaustive or genetic (both will work with '''Walk Forward Optimization'''.) Please refer to [[Performing_Optimization]] for more information. # :5. Click '''Next''', and the '''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.
<br>Enter the percentage number for the OOS portion of a segment into the '''OOS, % of first Run:''' textbox.
<br>When '''Number of Runs''' is 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 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 '''Next''' button.# :11. In the '''Set Robustness Settings''' 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 '''What is Robustness?''' ] link.# :12. Click '''Analyze N Combinations''' to run Walk-Forward Analysis and generate the Walk-Forward Optimization Report.
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[[Category:Optimization]]

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