[137-Final] Walk forward 1st IS run issue

In walk forward, it's written that we optimize parameters according to the 1st run IS, then apply it to OOS1.

So the 1st run IS should not differ main strategy, while it seems SQX apply also to IS of the 1st run.

Attachments

WF description.png

(77.82 KiB)

WF 1st run.png

(97.02 KiB)

History

14.10.2023 16:33

Task created

14.10.2023 21:38

Voted for this task.

Votes: +1