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.
I just checked the list of extensions. It appears that Score Card may be the only alternative.
Rename
You just Clone the Strategy and run it on a different time frame and/or market, comparing the results.
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.
Haven't tried it myself, but finantic.Scorecard has a Compare feature.
https://www.wealth-lab.com/extension/detail/finantic.ScoreCard
https://www.wealth-lab.com/extension/detail/finantic.ScoreCard
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