Optimizer Walkforward Period
Is there an estimate on when the suggestion I made in request:
Will be implemented?
I am trying to optimize a strategy that has a 40 bar lookback period. Since the 40 bar period is included in the first of the walk forward period I must do the following:
1) Run the optimization 2) For each walk forward period fill in the parameters for the back test and adjust the data so that the trading will start at the end of the optimization period. It takes a long time to do a few sample walk forwards.
Any help with this would be appreciated.
Will be implemented?
I am trying to optimize a strategy that has a 40 bar lookback period. Since the 40 bar period is included in the first of the walk forward period I must do the following:
1) Run the optimization 2) For each walk forward period fill in the parameters for the back test and adjust the data so that the trading will start at the end of the optimization period. It takes a long time to do a few sample walk forwards.
Any help with this would be appreciated.
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