Walk-Forward Optimization: How is it choosing the “best” parameters?
1 replies
Jai Kith
1 year ago #289501
Hello,
I’m starting to use the Walk-Forward optimization, and I’m having difficulty understanding how StrategyQuant is choosing the “Best” parameters for each in-sample period.
Ideally I would like to be able to change the criteria for this. Only area that I see is “Strategy Quality ranking (fitness)” but when I change from the preset options, the WF optimization is exactly the same.
I do see a “Custom analysis” section, could this be it?
How is Strategy Quant choosing the “best” parameters and how can I change the criteria?
Thank you!
tomas262
1 year ago #289635
We have our old tutorial here https://strategyquant.com/doc/strategyquant/walk-forward-optimization/ The images are from the previous SQ version but the description of the logic of the test is correct. Let me know if any questions
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