I try to test WFM many times for check this problem.
I know there are 3 types Walk-forward type can be select for test.
When I choice Simulated IS, Simulated OOS and Simulated IS, Exact OOS it always happen different results in my databank with the same strategy.(it will use different parameter item for test every time)
But when I select the Exact IS, Exact OOS, the parameter item will lock by this type. So, I can get the same results with the same strategy with the same setting.
Is it normal?
If yes, I think it will be a problem when I use Simulated IS, Simulated OOS and Simulated IS, Exact OOS because I will get different results in my every test.
It will cause me difficult to reference the WFM report passed or failed.
Thank you.
Status changed from New to Waiting for information
It depends also on how many steps you choose - if the max. steps is bigger than all combinations then it shouldn't use genetics and it should produce the same results because it will try all the possibilities.
Can you try to explain the problem better and perhaps also attach your Optimizer project config?
Attachment WFMOptimizeGBPJPY.cfx added
Thank you for your reply, here is my config with optimizer
I only can get the same result in Exact IS, Exact OOS.
Otherwise will get different result often.
I am just want to confirm is it normal with this setting?
Thank you.
Status changed from Waiting for information to Fixed