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I'm struggling with something that should be really simple.
How do I change the date range of an optimization?
I go to Edit Strategy -> Customize and I change the input value to a range.
The option comes up to Optimize.
I click on "Advanced Settings" and change "Exlcude date before 2015 and after 2018" -> Ok
and run the test.
When the values were 2015-2018 and 2012-2015 the final optimization results were exactly the same.
I cant seem to find the range in the Optimization report either.
Am I doing something wrong?
All Im trying to do is limit the date range for my optimization.
Change your dates as necessary for your walk-forward, and repeat your optimization
This would eliminate the need for the date parameters, but we find the date inputs I described earlier easier to use.
There is a tool available for sale called StratOp WFP that makes the walk-forward process easier, but it has a steep learning curve. I do not have any financial interest in StratOp WFP. I bought and use the tool.
StratOp still works, but it is a little awkward and the documentation is lacking. We just started using it in February. It mainly helps in doing multiple walk-forwards.