Walk forward – how to define variables?

Mansoor · Fri, 20 Oct 2017 05:46:13 +0000

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?

This topic has 1 reply, 2 voices, and was last updated 7 years ago by Nicolas.

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10/20/2017 at 6:46 AM #50016

Mansoor

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?

Mansoor
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10/20/2017 at 9:08 AM #50027

Nicolas

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.

Nicolas
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