- ago
I'm new to Wealth Lab. I can't find a way of doing a simple in-sample & out-of-sample backtest, without optimising the parameters. The walk forward method necessarily uses optimisation. Maybe there is an extension that does the job.

I just checked the list of extensions. It appears that Score Card may be the only alternative.
0
81
Solved
3 Replies

Reply

Bookmark

Sort
Glitch8
 ( 10.89% )
- ago
#1
You just Clone the Strategy and run it on a different time frame and/or market, comparing the results.
0
Best Answer
- ago
#2
Thanks Glitch. That's one way of doing it. I think using Score Card should be easier and quicker. At any rate, I have 2 options now.
0
Cone8
 ( 23.46% )
- ago
#3
Haven't tried it myself, but finantic.Scorecard has a Compare feature.
https://www.wealth-lab.com/extension/detail/finantic.ScoreCard
0

Reply

Bookmark

Sort