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Walkforward Matrix

2 replies

10 years ago #111849

Am I doing it right? It seems weird that there are 0’s for three periods and then good numbers. Just wanted to ensure I setup it up correctly before moving on away from this strategy.

THanks.

-Stearno

File:

1-12-2014 5-23-19 PM walk forward matrix – periods of 0.png

File:

1-12-2014 5-23-19 PM walk forward matrix – data.png

File:

1-12-2014 5-23-19 PM walk forward matrix – front page.png

File:

1-12-2014 5-23-19 PM walk forward matrix – parameters.png

File:

1-12-2014 5-23-19 PM walk forward matrix – run periods.png

10 years ago #123250

Hi stearno,

a)

your don´t have enough data.

Your testperiod is 1.1.2013-31.12.2013

but you have only data from

1.11.2006-29.03.2013

I think this is the reason.

b)I use for tests 1 Minute Data slow, I think the test precision is better.

c)Your computer have low memory 250MB is not much for the GB.

To find good EAs you need at least 200000 random generations or more.

I use 500000 generations.

a 4 core computer with 8 GB is minimum.

Better is a intel-3770 with 32 GB.

thomas

https://monitortool.jimdofree.com/

10 years ago #123260

Thomas,

Thank you! I will change the testing period and parameters and try again. I completely overlooked the data issue. I tried the test again and ended up with 1.8 million tests. So I will scale it back to only 200,00-500,000. That guideline helps.

I am trying out a vps service for another thing, and decided to try using GB on it as it can always be going and not interfere with my work. I am buying a new computer, so I will keep your stats in mind. Thanks.

-Stearno

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