Walk forward matrix - strange results in OOS period

When I use the WF Matrix in the Optimizer I get strange results (see below).

I suspect that this is a settings issue and I attach copy of settings. I can't figure out what is the problem, can you help?

image.png
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Optimize.cfx
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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

h
#1

Paul Hill

13.06.2019 15:03

Task created

MF
#2

Mark Fric

17.07.2019 09:58

Status changed from New to Waiting for information

the image is not visible, so I don't know what you are talking about, please attach it. 


It would be ideal if you could attach also your strategy where you see it.

MF
#3

Mark Fric

22.07.2019 13:06

Status changed from Waiting for information to Refused

no information provided

Votes: 0

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