Topic: Change process Walk forward with Monte Carlo
Is it possible to change the processes of ea studio that first monte carlo validation will calculate strategies and after passed monte carlo it will do walk forward.
- Popov
- Lead Developer
- Offline
Re: Change process Walk forward with Monte Carlo
The Walk Forward uses the Optimizer algorithm and is more similar to it than to the other tools. The reason I put it to optimizer is that we may add a possibility to accept the last optimized variant. If we do it it would be an actual modification of the strategy. On the other hand the Monte Carlo and the Multi Market only validate the strategy and the must be after the modification tools.
Workflow: Acquisition (Generator, Validator) -> Optimization (Optimizer or Walk Forward) -> Validation (Monte Carlo, Multi Market ... future tools)