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Re-Optimization Question

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toddone46

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8 years ago #114054

So do you know if when we follow the walk forward matrix optimization recommendations to re-optimize, do we re-optimize based on the original strategy and settings? Or do we re-optimize based on the results from the previous walk forward matrix optimization.

 

I ask because the walk forward matrix optimization results does not allow for the production of a strategy “str” file that can be easily uploaded and re-optimized at a later date. So I assumed that was not the intent and that we are actually supposed to continually re-optimize based on the original strategy and settings only. Does that sound right?

 

Thanks for any input,

Todd

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geektrader

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8 years ago #132000

Personally I always go with the last used parameters and deviate a range around them. From time to time I then do a complete fresh optimization with all parameters maxed out to their max ranges to see if I can find another completely new “space”.


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geektrader

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8 years ago #132012

No, you are right, I am refering to Simple Optimization, but would still do the same if I´d use the WFM.


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toddone46

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8 years ago #132016

Thanks for the input I appreciate it.

Todd

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