For example, if I run a WalkForwrd with the following settings::
a) optimization period of 730 days
b) test period of 360 days
c) and the strategy runs on 15min bars, with a BarsRequiredToTrade setting of 11800 ( i need this quantity for the indicator days dataseries)
The completa date for the walk forwark is 2008 to 2020, but the results not are good. The test period in each year only work when the bars requeried to trade is complete.
It is a problem for have a good walk forward for 12 years, How i can solve this?
Regards
Comment