Walk-Forward optimization/analysis in PRT

• 12/06/2016 at 7:42 PM #17890
  Leon

  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

   

   

  

  Leon

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

  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…

  

  Leon

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

  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.

  

  JC_Bywan

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

  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!

  

  Nicolas

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

  Thanks for your response Nicolas!

  

  Leon

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