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In thinking a little further about what is required to implement
walk-forward testing I think what is required is to analyze the chart twice.
First run would optomize to determine parameters for various walk-forward
periods. Then second run would apply the optomized parameters to the
various periods to the chart.
Problem is I would like to automate this procedure. Questions:
- is there any way of saving an optomization - so that it can be re-run
without having re-enter all the parameters you want optomized?
- after an optomization is run the chart is based on the best parameter set.
Is there any way of substituting a different set of parameters?
Thanks.
-----Original Message-----
From: Peter Gibson <Peter_Gibson@xxxxxxxxxxxxxx>
To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date: October 4, 1998 5:21 PM
Subject: Walk Forward Testing
>Has anyone done walk forward testing in TradeStation? What I am thinking
of
>is using 10 years of data. I would use the first 5 years of data to do my
>first optomization, the first 6 years of data to do my second optomization,
>etc. I would then see what sort of results I achieved by using the results
>of optomization 1 in year 6, optomization 2 in year 7, etc. Problem is
this
>involves doing more than one optomization on the same data series which I
am
>not sure how to do in TradeStation. Can anyone offer any suggestions?
>
>
>
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