anchored vs rolling walk forward | Traders Hideout - futures trading strategies, market news, trading charts and platforms

Traders Hideout

Discuss day trading practices and futures trading strategies on this forum for all markets. This forum is also for discussing and reviews for brokers, data feeds, and commercial or third party add-ons


anchored vs rolling walk forward

  #1 (permalink)

San Diego, USA
Trading Experience: Intermediate
Platform: MC
Favorite Futures: All
Posts: 48 since Aug 2016
Thanks: 7 given, 14 received

anchored vs rolling walk forward

Hello all,

If a model works better in anchored WF rather than on rolling WF - meaning that in rolling WF it generates also profits but drawdowns are worse - what does it tell us about the model? is it bad and we should reject it outright or not?

Thank you

Reply With Quote