Hi - I am using the walk forward optimisation, but am confused as to whether the results columns show the best optimised parameters for the whole sample period... or whether they show the most recent in sample optimised parameters?
If they are the best parameters for the whole period, how is this calculated? - because each in sample period may have different optimal parameters that perform best in each out of sample period.
Thanks.
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Posted by: tim_testpat@yahoo.co.uk
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