Combine strategies with different WFO cycle numbers

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Re: Combine strategies with different WFO cycle numbers [Re: jcl] #465246 04/14/17 03:44 04/14/17 03:44
Joined: Mar 2017 Posts: 65 G Ger1 OP Junior Member
Ger1 OP Junior Member G Joined: Mar 2017 Posts: 65	Thanks for your prompt reply jcl. So in this case I also can't make use of the "ReTrainDays" function? Is there any advantage to combine strategies with different WFO numbers over trading them separately in the first place? Also, is there a way to use over sampling on 1 strategy but switch it off for another? This would be very useful for combing a trend following strategy that only has a small number of trades (hence I want to over sample) and a mean reverting strategy (where I can't implement over sampling due to seasonal effects). Cheers Last edited by Ger1; 04/14/17 04:13.

Entire Thread
Subject	Posted By	Posted
Combine strategies with different WFO cycle numbers	Ger1	04/13/17 07:31
Re: Combine strategies with different WFO cycle numbers	jcl	04/13/17 08:47
Re: Combine strategies with different WFO cycle numbers	Ger1	04/14/17 03:44
Re: Combine strategies with different WFO cycle numbers	jcl	04/21/17 15:32

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