Thank you Howard for that post. Clarified the use of walk forward optimization and the explanation of being stationary.
Tim I am interested in those two columns. I've never actually viewed the result list using walk forward optimization.
The steps I use are to set my timeframes and steps in the settings menu of walk forward, choose the objective function I want to optimize for. Then the walk forward optimize will run through the optimization and choose the best result for your in sample and your objective function, then run the optimized parameters through the out of sample.
The results are shown in the walk forward tab of analysis window.
The parameters can be different for each in sample. Their may not be a overall best optimize parameter that works best for all the in sample runs. You could run one in sample and one out of sample run by selecting the correct timeframe in walk forward testing of you were looking for one set or optimized parameters.
Posted by: brandon.richard03@yahoo.com
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