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7. 3. 2022

Walk Forward Optimisation Metrics

WFO.rar

Snippets designed for better evaluation of WFO process. Idea behind this you can find in this series: Algorithmic Backtesting & Optimization for Alphas

I will add blog post soon.

How to use in SQX:

extract it to C:\SQX\user\extend\Snippets\SQ\Columns\Databanks
restart SQX
add in databank columns when optimize strategies

clonex / Ivan Hudec clonex / Ivan Hudec86 posts

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4. 6. 2022 2:55 pm

This is great!

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14. 9. 2022 2:49 am

This Snippets will cause some bug when strategy without stoploss.

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