How to use PRT walk foward test

• 04/07/2017 at 11:58 AM #31355
  Nicolas

  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 🙂

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4742 times
  04/13/2017 at 5:41 AM #31907
  dajvop

  What to use: anchored or non-anchored?

  

  dajvop

  Participant

  Topics: 3

  Replies: 598

  Been thanked: 501 times
• Author
  Posts