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Forums>StrategyQuant>General Discussion>about Optimizer some quation

  • #233613 |
    Customer
    9 Posts

    after my SQ Optimizer “Walk-Forward Matrix”, If SQ’s Below “Walk-Forward results” has a result better than original, how can I do for it??
    Remember parameter from “walk forward result & parameter”??
    or save this “Walk Forward Matrix result”?? (but when I save it as “.str”, it always become “.owf”)
    please teach me in detail, please, please, and please.
    thank you.

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    #233622
    Customer
    28 Posts

    Hope this help.

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    #233627
    Customer
    9 Posts

    thank you very much.

    it means that I can run the WFM-result EA, and when it runs 153days, I need to reoptimizer again??

    is it right??

    and you say choose the best strategy, is it means I need to “choose WF combination”, and select “Robustness score for ** runs / **% OOS” what number is higher??

    is it right??

    thanks for your teach.

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    #233632
    Customer
    28 Posts

    thank you very much. it means that I can run the WFM-result EA, and when it runs 153days, I need to reoptimizer again?? is it right??

    Correct

    and you say choose the best strategy, is it means I need to “choose WF combination”, and select “Robustness score for ** runs / **% OOS” what number is higher?? is it right?? thanks for your teach.

    To chhose the best one you need to run a “Simple optimization” instead of WFM. Set the start date at today minus 229 days (as the previous example) and end date to today. Run the optimization and pick up the strategy with highest fitness value.

    This strategy is valid for 153 days and then you need to re-run a simple optimization.

     

     

    #233645
    Customer
    9 Posts

    you are really a nice guy!!

    thanks!!

    As you said, “Simple optimization” is to find a strategy better and better, and “WFM” is to know how long we need to reoptimizer??

    is it right??

    if it is, what does “Robustness score for ** runs / **% OOS”  means?? How can I to use it??

    thank you again!!!

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