San Francisco, CA
Posts: 30 since Jul 2016
Thanks Given: 13
Thanks Received: 4
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I am currently doing walk forward optimization manually.
I'm doing 3 optimizations at 3 different time intervals with out of sample data.
Then I write down Out of Sample Data results to a spreadsheet.
It usually takes 40 minutes to do this type of test.
Is there a way to optimize it?
I tried TradeStation Walk Forward Optimzer but it doesn't do what I need.
Has anyone tried the Strategy Quant program or other programs for TradeStation tests?
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