Walk-Forward optimization/analysis in PRT

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  • 12/06/2016 at 7:42 PM #17890 quote
    Leon
    Participant
    Junior

    Hello,

    Walk Forward Optimization – is it possible in PRT?

    If not, how do you perform WFO. Do you code seperatly in antoher tool and code it a second time in PRT when you know WFO was good?

    BR

    Leon

    12/08/2016 at 10:59 AM #17991 quote
    Leon
    Participant
    Junior

    So nobody is doing WFO here?

    Hard to believe there is nobody who is taking advantage in some kind of this method in this forum.

    Or is it really because nobody is working with external tools beside PRT…

    12/08/2016 at 11:25 AM #18050 quote
    JC_Bywan
    Moderator
    Master

    Hello,

    Walk Forward Optimisation is being discussed in this thread:

    http://www.prorealcode.com/topic/walk-forward-analysis-which-parameters-to-use/

    Use of the search function in the top menu with “walk forward” as key word should also make appear other threads where it’s been discussed.

    12/08/2016 at 11:30 AM #18052 quote
    Nicolas
    Keymaster
    Master

    I know Walk Forward will be part of the optimisation tool in a next version of prorealtime. I don’t know when it will be released, but it should be next year IMO. Since WFO is a complex (and more efficient) way of doing optimisation,  I had many talks with PRT engineers about this feature to be at the same time user friendly and with accurate and readable results for the complete range of customers the platform has.

    Be sure I will talk about it as soon as I have access to beta version of this tool!

    12/08/2016 at 8:18 PM #18092 quote
    Leon
    Participant
    Junior

    Thanks for your response Nicolas!

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Walk-Forward optimization/analysis in PRT


ProOrder: Automated Strategies & Backtesting

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Leon @leon Participant
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This topic contains 4 replies,
has 3 voices, and was last updated by Leon
9 years, 2 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 12/06/2016
Status: Active
Attachments: No files
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