Change start date iteratively
Author: rbryant
Creation Date: 12/2/2017 2:51 AM
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rbryant

#1

12/2/2017 2:51 AM

Hi
I think i read somewhere that there is a feature which test multiple backtesting period start dates, holding the end date constant. I have looked through the docs, and can't find it. Is there such a feature?

Thanks
Rod
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Eugene

#2

12/2/2017 5:42 AM

Hi Rod,

The feature is called Walk Forward Optimization. You can find more details in the User Guide: Strategy Window > Optimization > Walk-Forward Optimization. Be sure to check out this thread for insights and answers to typical questions:

Thank you for the WFO Optimizer (Walk Forward)
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rbryant

#3

12/5/2017 1:28 AM

Thanks Eugene
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Eugene

#4

12/5/2017 6:38 AM

My pleasure.
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