• Registered: 2016-08-01
  • Posts: 14

Topic: Question about Walk Forward Analysis

Hi Miroslav

Is it possible to make that improvement: during wfa to choose what indicator's parameters is to optimize.

For example, I have strategy with 2 indicators but I want to optimize parameters only 1 of them during wfa session.

Regards

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,885

Re: Question about Walk Forward Analysis

You may set the indicator you want to persists as a Preset Indicator and the WF will not change it.

WF is more useful as a calculation block in the Reactor's workflow. It optimises all parameters in order to achieve the desired goal - let's say higher profit or higher stability of the strategy. By doing that, it doesn't matter which particular indicator will change.

If you want to research the effect of the optimisation of particular indicator, you can do WF manually with Dat Horizon and the Optimizer.

Popov's Website

  • Registered: 2016-08-01
  • Posts: 14

Re: Question about Walk Forward Analysis

Thank you!