Walk forward – how to define variables?

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  • #50016 quote
    MansoorMansoor
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    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
    NicolasNicolas
    Keymaster
    Legend

    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.

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Walk forward – how to define variables?


ProOrder: Automated Strategies & Backtesting

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Mansoor @mansoor Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by NicolasNicolas
8 years, 11 months ago.

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