NexusFi: Find Your Edge


Home Menu

 





Optimization, Walk-Forward


Discussion in EasyLanguage Programming

Updated
    1. trending_up 2,613 views
    2. thumb_up 1 thanks given
    3. group 4 followers
    1. forum 1 posts
    2. attach_file 0 attachments




 
Search this Thread

Optimization, Walk-Forward

  #1 (permalink)
soacm
Bucharest, Romania
 
Posts: 71 since Mar 2022
Thanks Given: 38
Thanks Received: 22

Hi, I would like to hear different opinions from anyone that is experienced, how often do you re-optimize your strategies? Thank you.

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Cheap historycal L1 data for stocks
Stocks and ETFs
MC PL editor upgrade
MultiCharts
What broker to use for trading palladium futures
Commodities
ZombieSqueeze
Platforms and Indicators
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
 
  #2 (permalink)
abev
seattle washington
 
Posts: 75 since Feb 2019
Thanks Given: 11
Thanks Received: 29

The coded strategies I use are for stock swing trades which last 5-9 days. A basic assumption of my strategies is that each name has it's own personality and reacts to changes in the market differently than other stocks so I run an optimization for each new position entered. I don't touch the strategy's inputs while the position is open. Given that my positions last roughly a week, the strategies are optimized roughly weekly.

I'm not answering your question -- but re-optimizing is a good idea. Like just about every aspect of trading, it really depends upon what kind of trader you are (swing, day, momentum, scalper, etc.) the basic assumptions used by the strategy, and the current state of the market.

I started this reply thinking I could give some meaningful direction but I didn't. Sorry about that. I'll post it regardless.

Reply With Quote
Thanked by:




Last Updated on June 5, 2022


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts