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

rbryant

#1
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
profile picture

Eugene

#2
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)
profile picture

rbryant

#3
Thanks Eugene
profile picture

Eugene

#4
My pleasure.