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Sequential optimization within Walk-Forward optimization

Hi,



It would be good for WFO to extend the optimization every cycle with the newly implemented sequential optimization.

This way I would apply "robust parameters" in each cycle and not the best parameters that will surely be over-optimized.



Thanks,

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  • Votes +11
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

m
#1

Mariano

16.10.2021 12:43

Task created

m
#2

Mariano

16.10.2021 12:43
Voted for this task.
M
#3

MM1

16.10.2021 17:08
Voted for this task.
b
#4

bentra

17.10.2021 18:31
Voted for this task.
IH
#5

clonex / Ivan Hudec

17.10.2021 19:31
Voted for this task.
E
#6

Emmanuel

18.10.2021 01:19
Voted for this task.
JH
#7

Jabezz

18.10.2021 07:55
Voted for this task.
IN
#8

altenburg90

18.10.2021 23:56
Voted for this task.
4
#9

Jordan

24.12.2021 07:52
Voted for this task.
E
#10

Emmanuel

29.01.2022 14:54
Voted for this task.
k
#11

Karish

02.06.2022 23:05
Voted for this task.
k
#12

Karish

02.06.2022 23:06
Thats actually a good idea as an optional function that we can turn on/off
k
#13

Karish

05.06.2022 20:56
Would be very interesting to check WFO/WFM with SeqOpt's engine, Dev team please make our dream come true ^_^
Cc
#14

Cyber

08.06.2022 00:18
Voted for this task.
Votes: +11

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