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PostPosted: Sat Sep 03, 2016 10:23 pm 
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Joined: Thu Sep 17, 2015 5:52 am
Posts: 133
Hi SQ,

How does one do a Walk Forward Optimization exactly in OQ2014?

I see page 8 of the OQ2014 "Developing Algo Trading Strategies with SmartQuant Framework" doc mentions its possible, but I can't find any specific info in your docs explaining how to do it.

Thanks


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PostPosted: Tue Sep 06, 2016 3:06 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
Hi,

I believe it says that you have scenario feature that you can utilize to run several optimizations one by one on different data intervals that you can set in the DataSimulator. All together this gives you a flexible mechanism to implement fancy optimization scanarios such as walk forward optimization. It's basically up to you how you do it.

Regards,
Anton


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PostPosted: Wed Sep 07, 2016 1:11 am 
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Joined: Thu Sep 17, 2015 5:52 am
Posts: 133
Cool. Thanks for the info.


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