Using optimized parameters from Walk Forward Matrix?
1 replies
shawnonghs
6 years ago #117308
Hi everyone, I have noticed that strategies which pass Walk Forward Matrix have optimised parameters which can significantly improve the performance of a strategy. How many of you out there uses the optimised parameters and why?
Thanks!
mabi
6 years ago #143935
I would suggest that you save some OOS run the WFM, edit the strategies code and retest it on the OOS you saved going forward. Do this on xx amount of strategies and compare the result with the original un edited strategies and figure out if it is worth it. I would say it improves the performance 50% of the time and 50 % of the time it does not. But by doing described exercise you get better understanding of the usefull ness of optimasation.
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