When using the walk-forward optimization feature, it ended up delivering the same strategy as the original which is fine, but why would the result values then be different?
On the walk-forward optimization result net profit was about 30% less, Max DD % went from 16.14% to 5.14%, and there was also a higher number of trades, as well as other discrepancies…
…but again, looking at the source code, the strategy had not changed at all.
Is there an explanation why that would happen?
Some set of parameters set for optimization process can give you the best net profit smaller than original strategy net profit was
Optimization tries to find better result by tweaking strategy parameters so it mainly depends on how you set parameters and criteria for optimization and strategy remains the same. Only parameters are tweaked
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