WFO: Exact vs Simulated: Wildly Different?
1 replies
murty
7 years ago #116364
- For data, I used EURUSD 1H in Test Precision: “Selected Time Frame only”
- I created Walk-Forward Matrix using Simulated method. Then I pick the best Runs/Pct setting.
- 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?
tomas262
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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