walk forward analysis with SC

August 5th, 2014, 01:33 AM

Hi

someone know if can be do with ASCIL ?
otherwise someone has tried /found other solutions ?
IMHO backtesting strategy with WFA it's the only weakness of SC.

August 5th, 2014, 10:25 AM

crazybears - Based on my understanding, WFO would come into play only if the parameters are optimized for a set of data and same set of parameters are applied to data - against which optimization is not done.

With SC - As there is no concept of parameter optimization etc, probably running the strategy test with smaller set of data ( by restricting the data loaded on the chart ) and once satisfied with the parameters, one can try running it with larger set of data.

If you are referring to using a different tool like "R" plugged into SC - it would be a different story.

Thanks

August 5th, 2014, 10:38 AM

Hi Ejtrader

that could be a solution maybe using Solver of excel searching for optimized parameters.

i have to study R software ,i read that others users use R with SC data.

maybe SC team would add this feature

thanks

August 5th, 2014, 12:47 PM

crazybears - From SC team's priorities - it doesn't appear like there is much importance or roadmap to improve anything in the backtest/optimization space. However certainly wish they would try to improve this space sooner

walk forward analysis with SC

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walk forward analysis with SC