The Walk Forward Tester is limited to a minimum of 5% OOS data
The Walk Forward Tester is limited to a minimum of 5% OOS data and this is an undesired effect.
For my particular purpose, I am re-optimizing strategies as often as once per week as I trade intra-day.
Please allow configurable flexibility with regards to the quantity of OOS data for walk forward testing.
Thanks!
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Votes +4
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Project StrategyQuant X
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Type Feature
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Status New
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Priority Normal
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Votes: +4
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