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How to use PRT walk foward test

BC · 2017-04-06T07:41:21+00:00

I am little bit confuse about PRT walk foward test result. Left pic run with fixed parameters (48) which I use in my live system. Right is run with optimized parameters (from 24 to 240), none of the result from walk foward choose 48 which I think perform much stable. Anyone know the result determine what kind of insight?

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How to use PRT walk foward test

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04/07/2017 at 11:58 AM #31355 quote

Nicolas
Keymaster

Legend

To illustrate the point 3. of my previous post above, I made a simple strategy with a dummy variable to get the benefit of the walk forward module that test the OOS period automatically for me. This dummy variable named “z” is not optimised at all, because its range begin to 1 and finish to … 1 too 🙂
how-to-use-walk-forward-module-in-normal-strategy-development.png

04/13/2017 at 5:41 AM #31907 quote

dajvop
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Master

What to use: anchored or non-anchored?
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How to use PRT walk foward test

ProOrder: Automated Strategies & Backtesting

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BC @robin_chan Participant

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This topic contains 16 replies,
has 5 voices, and was last updated by dajvop
9 years, 5 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	04/06/2017
Status:	Active
Attachments:	7 files

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How to use PRT walk foward test

Stuck on this ProBuilder code?

How to use PRT walk foward test ProOrder: Automated Strategies & Backtesting

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How to use PRT walk foward test

ProOrder: Automated Strategies & Backtesting