- ago
Hello,

This is related to another post I just made regarding the discrepancy between the WFO tabular positions and the backtest using the button that appears at the top of the WFO tabular after a WFO is completed.

You can find that post here:
https://www.wealth-lab.com/Discussion/WFO-Optimizer-Tabular-has-different-positions-than-WFO-backtest-10737

I think those issues need to be addressed first. However, a simple change that will avoid inaccuracy is that this button only take the data from the OOS periods. As it stands, it runs a backtest on all the data, including the first period for which there are no WFO parameters.
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