- ago
Today I made an update from WL8 B29 to B32. Since then, my pre-defined WFO intervals have been messed up. With WL8 B29, I had 6 Sliding Intervals, 4 years In and 1 year Out each, covering a 10 years period usually from Jan 2013 until Jan 2023.

If I use the new WFO Data Wizard for 6 intervals, 4 years In 1 year Out, then I get the WFO intervals below. It starts in March 2010 and ends in May 2015, covering a 25 years period, which is a complete mystery to me.
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Glitch8
 ( 13.75% )
- ago
#1
What is the data provider? Are you sure there was 25 years worth of data available to load?
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- ago
#2
It was with SOXL and there is no way of 25 years of data available. The only thing I need are my WFO intervals described above that I had in place before. Whether with the WFO Data Wizard or via the WFO Settings, I don't care.
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Glitch8
 ( 13.75% )
- ago
#3
The wizard works by defining the RATIO based on the inputs you provide. The optimizer then attempts to load as much data as would be required based on your inputs. If sufficient data is not available then you'll get the results you see here. It still uses the RATIO but adapts it to the data available. It's working correctly.

If you were happy with the WFO intervals in the first place why did you even open the wizard?
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- ago
#4
I briefly rebuilt the WFO settings (6,20,Sliding) on another box with B26 as they were before. The exact same WFO settings (same strategy) under B32 in the pic on the lower right corner.

Easy to see that the intervals (if they aren't controlled via the WFO Wizard), no longer match.
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Glitch8
 ( 13.75% )
- ago
#5
Yes, I see the issue, will get this corrected ASAP.

Update: have it corrected for B33, sorry for the trouble here!
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- ago
#6
Do you already have a date for the B33 release?
Is a rollback to B29 possible at all?
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- ago
#7
A rollback is possible if you have a saved copy of B29. We don't keep it.
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- ago
#8
Would a rollback to B29 negatively affect any of my "up-to-date" extensions?
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- ago
#9
Yes. Most of them will simply cease to work and will fail to load: AdvancedSmoothers, DataExtensions, ChartPatterns, Fundamental to name a few. They all require B31 minimum and will soon require B33 to work.

Since WFO ranges is not a feature which is critical to live trading (or maybe not critical at all) I would rather wait for B33 vs. lose the extensions.
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- ago
#10
Personally I have used the built-in WFO so far, but I always found that it was not really complete, because I've missed something like a final robustness check. But possibly this is intentional, so that experienced WL users are looking for an alternative, where the SMAC Optimizer could offer itself...
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- ago
#11
Has this problem been fixed with B33? Did not find it in the change log list.
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Cone8
 ( 23.56% )
- ago
#12
Glitch said it was fixed (above, 12 days ago). The Change Log won't list every tiny change detail; usually just the ones that most users would notice.
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