- ago
When Walk Forward Optimization (WFO) has finished, I can show the results in a Bar Heat Map:


This is a very good feature.

Now it turns out, that it is advantageous to use a different metric (or even several metrics) for IS optimization to arrive at good (stable/robust) values for the target metric in the OS interval.

To improve handling, transparency and understandability in these cases I'd ask for the following feature request:

Let me choose more than one metric for the IS part of a bar in the WFO Bar Heat Map.
Let me choose another metric for the OS part of a bar in the WFO Heat Map
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- ago
#1
The resulting Bar Heat Map would look more like this (simulation with Excel):
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Glitch8
 ( 13.22% )
- ago
#2
This would disrupt the color coding of the bars of the WFO bar graph.

It sounds like we'd need a brand-new visualizer to accomplish this, maybe it's a task that finantic should consider?
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- ago
#3
Yes.
Just read that the Optimization Results Visualizer API can do exactly what is asked for.

So this #FeatureRequest can be closed.
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