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What are the value distribution settings in Cross-Check WF vs Optimizer

Just curious so I can match them when using the optimizing....what are the UP, DOWN and STEP values that are used in the Cross Check Walk Forward?
Attachments
value distrib in wf corsscheck.jpg
value distrib in wf corsscheck.jpg
(760.87 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

N
#1

nathan

10.12.2020 09:03

Task created

MF
#2

Mark Fric

15.12.2020 13:46

Status changed from New to Fixed

default values are used: +-30%, 10 steps


There already is a feature request to make it configurable.

Votes: 0

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