Walk forward – how to define variables?

Viewing 2 posts - 1 through 2 (of 2 total)
  • Author
    Posts
  • #50016 quote
    Mansoor
    Participant
    Average

    To optimise a variable in your code do you define the variable in the code as well as in the “variable optimisation” window?

    When I define my variables in my code and at the same time I put them in the variable optimisation window I get better result. Does anyone understand how it works?

    01-Backtesting.itf
    #50027 quote
    Nicolas
    Keymaster
    Master

    Your variables must ‘deleted’ or commented in your code, otherwise the platform will use them by overriding the optimized values during the backtest.

    Same goes for a classic optimisation without Walk Forward.

Viewing 2 posts - 1 through 2 (of 2 total)
  • You must be logged in to reply to this topic.

Walk forward – how to define variables?


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
Mansoor @mansoor Participant
Summary

This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
8 years, 4 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 10/20/2017
Status: Active
Attachments: 1 files
Logo Logo
Loading...