How to use PRT walk foward test

• 04/07/2017 at 11:58 AM #31355
  Nicolas

  To illustrate the point 3. of my previous post above, I made a simple strategy with a dummy variable to get the benefit of the walk forward module that test the OOS period automatically for me. This dummy variable named “z” is not optimised at all, because  its range begin to 1 and finish to … 1 too 🙂

  

  Nicolas

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  04/13/2017 at 5:41 AM #31907
  dajvop

  What to use: anchored or non-anchored?

  

  dajvop

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