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WFO: Exact vs Simulated: Wildly Different?

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murty

Customer, bbp_participant, community, sq-ultimate, 99 replies.

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7 years ago #116364

  1. For data, I used EURUSD 1H in Test Precision: “Selected Time Frame only”
  2. I created Walk-Forward Matrix using Simulated method. Then I pick the best Runs/Pct setting. 
  3. Then I run WFO with that Runs/Pct setting in both Simulated and Exact methods.

 

In Simulated, WFO result is better than original unoptimized strategy, as expected.

But in Exact method, WFO result is a lot worse than original unoptimized strategy.

 

Why is WFO result so different between Simulated and Exact methods?

Should I use data in Test Precision 1 minute to avoid this discrepancy?

 

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tomas262

Administrator, sq-ultimate, 2 replies.

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7 years ago #141668

Hello,

 

simulated mode is an approximation to the exact. So the exact method should be more predicative. Can you also attach the strategy file or send to [email protected] so I can test it?

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