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		<title><![CDATA[Forex Software — Walk Forward Analysis - calculations of the segments' length.]]></title>
		<link>https://forexsb.com/forum/topic/7848/walk-forward-analysis-calculations-of-the-segments-length/</link>
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		<description><![CDATA[The most recent posts in Walk Forward Analysis - calculations of the segments' length..]]></description>
		<lastBuildDate>Fri, 14 Jun 2019 12:57:10 +0000</lastBuildDate>
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			<title><![CDATA[Re: Walk Forward Analysis - calculations of the segments' length.]]></title>
			<link>https://forexsb.com/forum/post/55946/#p55946</link>
			<description><![CDATA[<div class="quotebox"><cite>Popov wrote:</cite><blockquote><p>The logic is the same. There are more options to set now. </p><p>I&#039;ll make further improvement of the validation next days.</p></blockquote></div><p>Could you test one of yours systems and check that result is the same as it was?</p><p>I test using WFA (in Chrome and IE) and every my systems and all results are differ from what it was.</p>]]></description>
			<author><![CDATA[null@example.com (chamin_v)]]></author>
			<pubDate>Fri, 14 Jun 2019 12:57:10 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/55946/#p55946</guid>
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			<title><![CDATA[Re: Walk Forward Analysis - calculations of the segments' length.]]></title>
			<link>https://forexsb.com/forum/post/55945/#p55945</link>
			<description><![CDATA[<p>The logic is the same. There are more options to set now. </p><p>I&#039;ll make further improvement of the validation next days.</p>]]></description>
			<author><![CDATA[null@example.com (Popov)]]></author>
			<pubDate>Fri, 14 Jun 2019 12:27:51 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/55945/#p55945</guid>
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			<title><![CDATA[Re: Walk Forward Analysis - calculations of the segments' length.]]></title>
			<link>https://forexsb.com/forum/post/55942/#p55942</link>
			<description><![CDATA[<p>Miroslav, has logic of WFA changed from yesterday?<br />Because systems that have passed WFA yesterday does not pass it now (option are the same)</p>]]></description>
			<author><![CDATA[null@example.com (chamin_v)]]></author>
			<pubDate>Fri, 14 Jun 2019 11:41:16 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/55942/#p55942</guid>
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			<title><![CDATA[Re: Walk Forward Analysis - calculations of the segments' length.]]></title>
			<link>https://forexsb.com/forum/post/55924/#p55924</link>
			<description><![CDATA[<p>Now is better.</p><p>Each OOS period starts exactly at the following bar of the end of the previous OOS period.</p><p><span class="postimg"><img src="https://image-holder.forexsb.com/store/ea-studio-walk-forward-oos-period-start-and-end-time.png" alt="https://image-holder.forexsb.com/store/ea-studio-walk-forward-oos-period-start-and-end-time.png" /></span></p>]]></description>
			<author><![CDATA[null@example.com (Popov)]]></author>
			<pubDate>Thu, 13 Jun 2019 13:50:04 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/55924/#p55924</guid>
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			<title><![CDATA[Re: Walk Forward Analysis - calculations of the segments' length.]]></title>
			<link>https://forexsb.com/forum/post/55922/#p55922</link>
			<description><![CDATA[<p>Ooo I see.</p><p>The table columns titles are not correct. The table shows the OOS stats only and the columns must be <strong>OOS Start </strong> and&nbsp; <strong>OOS End</strong></p>]]></description>
			<author><![CDATA[null@example.com (Popov)]]></author>
			<pubDate>Thu, 13 Jun 2019 12:49:51 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/55922/#p55922</guid>
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			<title><![CDATA[Re: Walk Forward Analysis - calculations of the segments' length.]]></title>
			<link>https://forexsb.com/forum/post/55921/#p55921</link>
			<description><![CDATA[<p>The Walk Forward formulas look right. It calculates the segments&#039; length without the necessary bars for initializing the strategy.</p><p>Let&#039;s say you have 20 000 bars and your strategy uses 100 bars for initialization. It means that the Walk Forward tool will use 19900 bars. Let&#039;s have 5 segments and 30% OOS. The formula for calculating the segment&#039;s bars is:</p><div class="codebox"><pre><code>segmentBars = 100 * (bars - firstBar) / ((100 - oosPercent) + segments * oosPercent);</code></pre></div><p>For the above number, we will have segment bars = 100 * 19900 / ((100 - 30) + 5 * 30) = 1990000 / (70 + 150) = 9045 bars.</p><p>We will split these 9045 bars to In Sample part and OOS part as follows:</p><p>OOS bars = segmentBars * oosPercent / 100 = 9045 * 30 / 100 = 2714 bars.<br />IS bars = segmentBars - OOS bars = 9045 - 2714 = 6331 bars.</p><p>So we have:<br />Segment 1 starts at bar 100 + 0 * 2714 = 100&nbsp; &nbsp;and ends at bar 100 + 9045 = 9145.<br />Segment 2 starts at bar 100 + 1 * 2714 = 2814 and ends at bar 2814 + 9045 = 11859.<br />...<br />Segment 5 starts at bar 100 + 4 * 2714 = 10956 and ends at bar 10956 + 9045 = 20001</p><p>You see everithing is fine. We have 1 bar extra <img src="https://forexsb.com/forum/img/smilies/smile.png" width="15" height="15" alt="smile" /> because I round the calculations in this example.<br />Each segment walks forward with exactly OOS bars (2714).</p><p>After this math, the program takes the exact date from the corresponding bar.</p><p>Walk forward calculates the count of days as follows: bars * period / 1440</p><p>If it is M15 chart, it will be:</p><p>In Sample days = 6331 * 15 / 1440 = 66 days.<br />Out of Sample days = 2714 * 15 / 1440 = 28 days.</p><p>I would be glad to help if anything is not clear.</p>]]></description>
			<author><![CDATA[null@example.com (Popov)]]></author>
			<pubDate>Thu, 13 Jun 2019 12:31:49 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/55921/#p55921</guid>
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			<title><![CDATA[Re: Walk Forward Analysis - calculations of the segments' length.]]></title>
			<link>https://forexsb.com/forum/post/55919/#p55919</link>
			<description><![CDATA[<p>Yes as for holidays - clear now.<br />But there is the first question - sometimes there is extra days during WFA (i can&#039;t understand logic of that and how it affect on quality of testing)<br /><span class="postimg"><img src="https://i.paste.pics/c403192738cb6a5ce1b3fc34ae285af9.png?trs=fe4646a256be4c41dd5b73f875918cf625b076baa72cb524bb3e9f172d0549f2" alt="https://i.paste.pics/c403192738cb6a5ce1b3fc34ae285af9.png?trs=fe4646a256be4c41dd5b73f875918cf625b076baa72cb524bb3e9f172d0549f2" /></span></p>]]></description>
			<author><![CDATA[null@example.com (chamin_v)]]></author>
			<pubDate>Thu, 13 Jun 2019 11:28:56 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/55919/#p55919</guid>
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			<title><![CDATA[Re: Walk Forward Analysis - calculations of the segments' length.]]></title>
			<link>https://forexsb.com/forum/post/55855/#p55855</link>
			<description><![CDATA[<p>Remove weekends and holidays from your table, only trading days count.</p>]]></description>
			<author><![CDATA[null@example.com (footon)]]></author>
			<pubDate>Sat, 08 Jun 2019 12:43:22 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/55855/#p55855</guid>
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			<title><![CDATA[Walk Forward Analysis - calculations of the segments' length.]]></title>
			<link>https://forexsb.com/forum/post/55854/#p55854</link>
			<description><![CDATA[<p>Hi<br />An error was detected during testing: there are some extra days beetween start/end segment dates<br /><span class="postimg"><img src="https://i.paste.pics/c403192738cb6a5ce1b3fc34ae285af9.png?trs=fe4646a256be4c41dd5b73f875918cf625b076baa72cb524bb3e9f172d0549f2" alt="https://i.paste.pics/c403192738cb6a5ce1b3fc34ae285af9.png?trs=fe4646a256be4c41dd5b73f875918cf625b076baa72cb524bb3e9f172d0549f2" /></span></p><p><span class="postimg"><img src="https://i.paste.pics/04e99ec04702b58c4936b1a99bf15b61.png?trs=fe4646a256be4c41dd5b73f875918cf625b076baa72cb524bb3e9f172d0549f2" alt="https://i.paste.pics/04e99ec04702b58c4936b1a99bf15b61.png?trs=fe4646a256be4c41dd5b73f875918cf625b076baa72cb524bb3e9f172d0549f2" /></span></p><p>Also why the period OOS is different from the data in the table</p><p><span class="postimg"><img src="https://i.paste.pics/6600fa429e100ae0694e612fd16f3a15.png?trs=fe4646a256be4c41dd5b73f875918cf625b076baa72cb524bb3e9f172d0549f2" alt="https://i.paste.pics/6600fa429e100ae0694e612fd16f3a15.png?trs=fe4646a256be4c41dd5b73f875918cf625b076baa72cb524bb3e9f172d0549f2" /></span></p>]]></description>
			<author><![CDATA[null@example.com (chamin_v)]]></author>
			<pubDate>Sat, 08 Jun 2019 12:35:23 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/55854/#p55854</guid>
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