The best WF result of the walk farward matrix is incorrect.

Please check the picture in the attachment.

As can be seen from the picture, the bottom is the result of strategy 0.95 WF matrix. The result shows that the best WF is WF: 60oos days: 120 is days. However, by testing each group of parameters in strategy 0.95 WF matrix, the result is that best WF is WF: 30oos days: 90 is days.

Attachments

WFM-wrong best WF.jpg

(127.58 KiB)

Votes +3
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

Jordan

10.03.2022 07:36

Task created

bentra

10.03.2022 09:36

It doesn't work like that. It recommends the center of the best area. But actually, it is the center of the first area that it finds that passes. The term "best" is used loosely.

Emmanuel

10.03.2022 10:57

Voted for this task.

Jordan

15.03.2022 03:32

Voted for this task.

TiNTa

15.03.2022 15:54

Voted for this task.

Tamas

25.03.2022 09:49

Status changed from New to Fixed

It works as bentra said. If you still have a problem, please attach the project file + the problematic strategy file to reproduce the output.

btw. thanks bentra for your assistance :)

Votes: +3