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Walk-Forward Optimization Error


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Walk-Forward Optimization Error

  #1 (permalink)
 deltastrike 
California
 
Experience: Intermediate
Platform: Multicharts
Trading: Futures
Posts: 6 since Mar 2012
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I'm getting the "none of the samples have sufficient data for optimization" error, and it doesn't seem to make sense why I would be getting it.

I'm only using one data source, my maxbarsback is 50 (signal references 14 and 9 bars back by default), my data goes back 1500 days, and my optimization is for 1000 days.

Any thoughts?

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  #2 (permalink)
 alko 
San Diego, USA
 
Experience: Intermediate
Platform: MC
Trading: All
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deltastrike View Post
I'm getting the "none of the samples have sufficient data for optimization" error, and it doesn't seem to make sense why I would be getting it.

I'm only using one data source, my maxbarsback is 50 (signal references 14 and 9 bars back by default), my data goes back 1500 days, and my optimization is for 1000 days.

Any thoughts?

it happens when you take daily data but in setting of the optimizer have data set in another time frame, like minutes

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  #3 (permalink)
propch
Chicago, IL, USA
 
Posts: 2 since Oct 2016
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deltastrike View Post
I'm getting the "none of the samples have sufficient data for optimization" error, and it doesn't seem to make sense why I would be getting it.

I'm only using one data source, my maxbarsback is 50 (signal references 14 and 9 bars back by default), my data goes back 1500 days, and my optimization is for 1000 days.

Any thoughts?

Try adding a secondary series of the same or smaller resolution. This should prevent the data segmentation.

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  #4 (permalink)
ShahramTor
Onsala Sweden
 
Posts: 28 since Nov 2016
Thanks Given: 22
Thanks Received: 1

Hi,

I keep geting this eror too and do not Know what to do.
No one of Solutions above helps.

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  #5 (permalink)
 joelbindi 
Broadwater
 
Experience: Intermediate
Platform: MultiCharts
Trading: FX
Posts: 10 since Dec 2016
Thanks Given: 2
Thanks Received: 1

Whenever I get this error, I usually decrease the amount of days to optimize for, instead of 1000 days try 900 then 800 then 700 ect. see if this works

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Last Updated on March 2, 2017


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