Forums › ProRealTime English forum › ProOrder support › Walk Forward freezes after first rep › Reply To: Walk Forward freezes after first rep
01/02/2020 at 12:14 PM
#115751
You optimise over In Sample (IS) period … say the 1st 70k bars of the 100k bars available to us. Then you Walk Forward over Out of Sample (OOS) period of the remaining most recent 30K bars with variables set to optimisation.
So it’s just done by manually selecting different time periods?