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Time Parameters - Trading by day/month/year

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    Time Parameters - Trading by day/month/year

    Hello,

    Doing some optimizations and was wondering if there was a way to segment the results by the day, month, or year. Is this possible? It would be helpful to have the ability to adjust the optimization one month at a time, one day of week at a time, and one year at a time.

    I am NOT looking to simply say "trade in this given month and give me the result" then adjust the date and repeat the process. I would like to tell the system to adjust the date parameters one at a time.

    Kenson

    #2
    Hi Kenson, thanks for posting.

    The Analysis view in the top left corner will show you daily through yearly data of the performance metrics. You can also do a walk-forward optimization to test the strategy over an in and out sample data set. Documentation

    Kind regards,
    -ChrisL

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