This is not correct. After training a walk-forward script, clicking TEST begins the simulation period at the end of the first optimization cycle. The equity curve is the out of sample periods of each optimization cycle stitched together.
Okay. Thank you. For clarity, please verify the following for me:
True or false: When we click TEST, each out of sample period, representing one walk forward cycle, is produced from the optimized parameters for that cycle. In other words, if we're optimizing the variable X, and in the first cycle, it's optimized value is 0.2, and in the second cycle, it's optimized value is 0.3, then clicking TEST changes the value X (0.2 and then 0.3) to its respective values over those two cycles of the equity curve.
Are these optimized values and equity values with their associated date periods reported in some type of report or log file in text format?
