Hello All,
I trying to optimize my trading strategy. But i have problems. First when i select anchored walk forward test out of sample eguity is changing after every optimization-out of sample. I am trying to see real equity. Equity after each oos test is the beginning equity of next oos step and open position also needs to be transfered to next oos. If buy signal is generated in oos step and no sell signal at the end of the oos test then this open position has to be trasfered to next oos and also buy price. But what i am getting is equity starts from initial portfolio after every oos test.
Is there a way to transfer equty,open pozition,buy/sell to next oos test?
When i run WFO without anchored selected then i am getting equity transfer but this time open position,buy/sell,buy price are not transfering to next oos test. I got situation as there is an open position and if system dont get sell signal it shows oos profit is 0% but i got buy signal at previos oos. It seems here open pozitiones are not transfered to next oos.
How can i established real equity curve with anchored selected an without anchoured is selected?
If what i wrote is not clear enough i can paste some test results...
I trying to optimize my trading strategy. But i have problems. First when i select anchored walk forward test out of sample eguity is changing after every optimization-out of sample. I am trying to see real equity. Equity after each oos test is the beginning equity of next oos step and open position also needs to be transfered to next oos. If buy signal is generated in oos step and no sell signal at the end of the oos test then this open position has to be trasfered to next oos and also buy price. But what i am getting is equity starts from initial portfolio after every oos test.
Is there a way to transfer equty,open pozition,buy/sell to next oos test?
When i run WFO without anchored selected then i am getting equity transfer but this time open position,buy/sell,buy price are not transfering to next oos test. I got situation as there is an open position and if system dont get sell signal it shows oos profit is 0% but i got buy signal at previos oos. It seems here open pozitiones are not transfered to next oos.
How can i established real equity curve with anchored selected an without anchoured is selected?
If what i wrote is not clear enough i can paste some test results...
