In a walk forward backtests are executed for the optimization period (in sample) and for the test period (result). For example I execute a walk forward with an optimization period of 4 years and a test period of 1 year with one variable to optimize with 3 choices. So 3 backtest are run for the first optimzation period and 1 backtest for test period based on the outcome of the optimization backtests. This gives 4 different backtests (3 times for the optimization period and 1 time for the test period) This process is repeated for each optimization perdiod of 4 years. Is there a way that I can check in the strategy code if the backtest executed is a backtest for the optimzation period or for the the test period?
I checked several variables. For all backtests the category variable is WalkForward and the account name variable is Backtest. So I am looking for a way that I can check with a variable for which period the backtest is run, for the optimzation period or the test period.
I checked several variables. For all backtests the category variable is WalkForward and the account name variable is Backtest. So I am looking for a way that I can check with a variable for which period the backtest is run, for the optimzation period or the test period.
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