Forums › ProRealTime English forum › ProOrder support › On the subject of curve-fitting › Reply To: On the subject of curve-fitting
01/05/2020 at 9:20 AM
#115908
Yes that would be exactly how re-optimising would work. However those are rather fixed segments of IS data so I would also consider moving the IS periods to different segments and seeing what the results are. You wouldn’t be able to do this using the WF tool so would need to do it manually by changing the dates in a backtest. Rather time consuming but would be a good way to check the robustness of the re-optimising theory.