Reoptimization of Strategies

Hello,

 

if a strategy passed all tests (including wfm) and the wfm says me the best optimazion would be every 300 days with data of for example 2 years so what exactly i have to do in 300 days ??

 

i understand as following:

take the original or wfm str. file load it in wfm (opimizer) and do the test again with the parameter data 2 years back.

 

is this right ???

 

when i get the results again from wfm is then there another period again. for example then i have to reoptimize it in 500 days with data of 100 days. or have i do to the wfm ever ever with in 300 days with data of 2 years ???

 

 

please give me help.

 

 

greez.

 

Hello,

 

yes, the Matrix says how often you should do the WF optimization and how much data to use. More on this (in form of a tutorial) is also published here https://strategyquant.com/articles/walk%20forward%20matrix