Forums › ProRealTime English forum › ProOrder support › How to find good value when using WF optimization? › Reply To: How to find good value when using WF optimization?
04/12/2020 at 10:45 PM
#125850
If there are various sets of values that do well OOS then I pick the one that does best in the Robustness tester.
So you run the robustness tester several times with various fixed variable settings and then go with the most robust? If my understanding of what you wrote is correct then that is a very solid way of comparing different sets of values. It gives you a fighting chance that you have the most robust even if they are not the most profitable.