[BUG\FEATURE] WF wont saves the parameters by dates into the strategy itself, Retesting or MC etc will cause the strategy to use the latest WF parameters for the whole historical period..

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Just to bump this thing again,
This is very important,

when passing WF the walkforwarded result with those bunch of OOS periods is the result that we want to further investigate and continue with our R&D with,

that means lets say we ran a WF test, we saw a result that contains bunch of OOS periods that we like, now we want to save it into the strategy file,
and with that file we want to further progress into a:
simple retest / WhatIF / MC trades / Higher Precision / backtest on other markets / MC retest / etc.. just like with a normal strategy file.

Thanks hopefully it will be implemented sooner than later.

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This was also mentioned 5 years ago by the guy from https://tradingtact.com

here on SQX forums:

https://strategyquant.com/forum/topic/6598-doing-monte-carlo-using-walk-forward-trade-history/

He talks about using the WF result inside the "MC trades"

Would be cool though to really upscale it and be able to like i suggested above to take the WF result not only into MC trades, but into simple retest / WhatIF / MC trades / Higher Precision / backtest on other markets / MC retest

just as with a simple strategy currently.

Thanks.

Besides the CrossChecks, We cannot use the WF result to combine with other WF results so we can check their correlations and build a portfolio from them,

we cannot export the WF result file into QA so we can check their correlations and build a portfolio from them.

Crucial stuff for the next build.. just saying..

thanks.

This is a huge miss for SQX.

I would want to add another thing to the topic as-well:

If the WF equity curve is selected,

and the user want to export the strategy code as TradeStation/MultiCharts code,

then SQX will already generate and include these lines of code according to the dates of the OOS samples of the WF:

etc..

We sadly cannot use these code lines for MT4/MT5 and other platforms that i know of, so there is no reason to include those.

Thanks.

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Bump - https://roadmap.strategyquant.com/tasks/sq4_9467#comment-108140
please.

Is the only reason you want this for the WFO correlation check? If so you may not necessarily need a complete strategy with moving variables based on dates. One should only need the results of the WFO and compare in a correlation check to the results of the WFO of other strats. Could also analyze the WFO results in a monte-carlo. I mean such features would be easier to build for the SQX team than date specific codes.