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Walk-Forward Optimization: How is it choosing the “best” parameters?

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Jai Kith

Subscriber, bbp_participant, sq-ultimate, 2 replies.

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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!

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tomas262

Administrator, sq-ultimate, 2 replies.

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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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