Re-Optimization Question
3 replies
toddone46
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
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
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.
toddone46
8 years ago #132016
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