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Walk Forward Analysis criteria in MC


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Walk Forward Analysis criteria in MC

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auato
Bradenton
 
Posts: 30 since May 2016
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Thanks Received: 4

Hello,

From what I understand MC does not have a fast analysis report to evaluate a strategy in WFA as in tradestation. I tried to look for some literature on how to select the most important criteria in OOS to decide if a strategy is still performing or the time has came to turn it off. How do you set it up? Do you have any exhaustive articles about this?

Thank you,

have a nice week-end :-)

auato

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