Walk Forward Matrix Parameters

Hi,

It is my understanding that the end result of the WFM are optimized parameters of the loaded strategy (of its parameters selected) but I have not been able to find the final parameters used by the WFM obtained after the process. Am I missing something?

Thanks

Hi,

No, your understanding is not right from the walkforward matrix. The walkforward matrix is creating possibilities in the future and is checking your strategy on it.

Thanks for your answer.

So is walk forward optimization similar than the matrix but a simpler solution that will not provide optimized parameters and the only way to get to them is the simple optimization?

Thanks!!

Please read side 75 in the handbook of strategyquant.

Hello Javier,

we have some detailed information on the topic. For the optimization check this https://docs.strategyquant.com/walk-forward-optimization and more information about matrix analysis can be found here https://docs.strategyquant.com/walk-forward-matrix

If anything not clear, let us know

The parameters are displayed in the WFM window for each period and run. They can unfortunately not be save to the Strategy automatically and  has to be manually edited in the retester. Only one period settings can be edited thought. It would be nice to have all periods ( synchronous) automatically saved to the strategy  as the Pro’s do . This way you could save them all and MC test them all and use that as an confirmation that You picked the  run  that have the highest probability to work best going forward. (  maybe)