What values are used in the final WF report

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  • 05/29/2020 at 5:50 PM #133802 quote
    nonetheless
    Participant
    Master

    After the WF runs, we get a detailed report. I have never paid much attention to this as I was primarily interested in the values that were used in each optimisation period.

    Now I have a WF report that produces by far the best looking monthly histogram as well as other metrics, but no combination of variables can reproduce those results. So where does it come from?

    05/29/2020 at 6:35 PM #133809 quote
    GraHal
    Participant
    Master

    Go on … post a screen shot! 🙂

    Is this something new on V11 you are seeing??

    05/29/2020 at 7:37 PM #133815 quote
    nonetheless
    Participant
    Master

    No, I’m still on 10.3

    I’d post something but there’s nothing to see; it’s just that I can’t reproduce the results that came up on the WF Detailed Report. I’ve tried all the possible combinations that would have been covered in the optimisation. Obviously some are close enough to work with, but now I’m curious to know what values it draws on to produce that report.

    GraHal thanked this post
    05/29/2020 at 8:44 PM #133823 quote
    GraHal
    Participant
    Master

    I just tried on mine and the table values do match the values on the equity curve.

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    05/29/2020 at 8:54 PM #133826 quote
    nonetheless
    Participant
    Master

    So if you enter the values from the last opt period, you get the same results as what’s on the overview of the WF report?

    05/29/2020 at 9:23 PM #133828 quote
    GraHal
    Participant
    Master

    I’ll try in the morning.

    Just registering my home Covid Test Kit … had a bad cough for days so I thought I’d get tested!

    05/29/2020 at 10:12 PM #133831 quote
    nonetheless
    Participant
    Master

    That is one test you really want to fail. All fingers crossed.

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What values are used in the final WF report


ProOrder: Automated Strategies & Backtesting

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This topic contains 6 replies,
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5 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/29/2020
Status: Active
Attachments: 2 files
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