it seems that SQX 113 doesn't calculate properly the equity and the parameters in the Out of Sample periods.
You can see very well this from the equity chart. As you can see in the attached image, in the In Sample period, the optimized strategy has an equity a lot different from the original equity. Instead, in the out of Sample periods the optimized strategies have the same equity as the original one. The two equities should have different shapes, even in the out of sample periods. It is statistically impossible that they are so similar.
I tried with a lot of strategies and with a lot of different configurations, in all the tests there is this problem.
In this way the results are wrong and Walk Forward it is totally unuseful.
I am sure you can promptly solve this problem
ask me If you need more information
thankyou very much
Michele
Attachment 1.jpg added
Yes mabi, it seems that the entire process WF doesn't work. Both equity and parameters are not well calculated.
We are awaiting for the solution for this important task.
WF works fine in SQ3. So i think they are doing it.
Does anybody else experience this problem? If yes, could you attach your strategy and Optimizer config?
Attachment 2018-11-07_1623.png added
Attachment Strategy 518621.sqx added
Attachment WFA Config.cfx added
Ok Mark, i attach another image of the results of another random strategy. I even attach this strategy and the Optimizer configuration file.
I can't send to you the WFM results file because is bigger than 2MB, but if you need it i could send you it in another way.
In the equity chart select the "Time" mode to see the same equities.
I tried with a lot of different strategies, this problem always happen.
If you need more example let me know.
thanks
Michele
Attachment Capture.png added
Attachment Capture_sample.png added
Attachment Optimize_sample.cfx added
Attachment 20181115_sampleStrategy 048885.sqx added
Attachment 20181115_sampleWF Optimization - Strategy 048885.sqx added
Status changed from New to Fixed
I apologize for this serious eror.