Shortened test period after WFO NumWFOCycles=5

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Re: Shortened test period after WFO NumWFOCycles=5 [Re: SBGuy] #473371 07/01/18 21:59 07/01/18 21:59
Joined: Sep 2003 Posts: 929 Spirit Moderator
Spirit Moderator Joined: Sep 2003 Posts: 929	With no WFO you get a biased backtest, which is way worse than a shorter test period. https://en.wikipedia.org/wiki/Walk_forward_optimization

Entire Thread
Subject	Posted By	Posted
Shortened test period after WFO NumWFOCycles=5	SBGuy	06/29/18 17:27
Re: Shortened test period after WFO NumWFOCycles=5	Spirit	07/01/18 21:59
Re: Shortened test period after WFO NumWFOCycles=5	SBGuy	07/02/18 17:26
Re: Shortened test period after WFO NumWFOCycles=5	SBGuy	07/02/18 18:10

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