ウォークフォワード最適化指標

Snippets designed for better evaluation of WFO process. Idea behind this you can find in this series: Algorithmic Backtesting & Optimization for Alphas

I will add blog post soon.

How to use in  SQX: 

• extract it to C:\SQX\user\extend\Snippets\SQ\Columns\Databanks
• restart SQX
• add in databank columns when optimize strategies