Trader's self-deception: distrust of forwards. - page 14
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That sounds very unbelievable.
Probably because you don't understand what I mean.
So explain.
This is all done in one EA run.
This is all done in one EA run.
Do you use this library https://www.mql5.com/ru/code/9152 ?
No, I have my own bicycle
I see, but did I understand correctly that the principle is the same?
I don't understand why we can't just add to the EA a function that will lock EA's operation in a certain time range - if we take 4 years with variable ==1 we test the first 3 years, and with variable ==2 the fourth year, then in five minutes we see the picture in excel...
This is all done in one EA run.
No, you're wrong.
https://en.wikipedia.org/wiki/Walk_forward_optimization
A small portion of the reserved data following the in sample data is tested with the results recorded. The in sample time window is shifted forward by the period covered by the out of sample test, and the process repeated.
I.e. after the shift, the optimization process starts over again. There is not only one run but a lot of them and each new one is repeated with the same set of parameters and you cannot change something on the fly. So nothing is emulated.
Also, it is not at all clear whether Amibroker (whose picture you cited) can, say, optimise each variable in turn or optimise them all simultaneously, which is important when there are many variables.
No, you're wrong.
Go figure it out on your own wikipedia. They're so smart they can't even read what's written under their noses.
The process can be repeated over subsequent time segments. The following illustration shows how the process works.
Repeted, Karl!
https://www.amibroker.com/guide/h_walkforward.html
No, you're wrong.
https://en.wikipedia.org/wiki/Walk_forward_optimization
A small portion of the reserved data following the in sample data is tested with the results recorded. The in sample time window is shifted forward by the period covered by the out of sample test, and the process repeated.
I.e. after the shift, the optimization process starts over again. There is not only one run but a lot of them and each new one is repeated with the same set of parameters and you cannot change something on the fly. So nothing is emulated.
Also, it is not at all clear whether Amibroker (whose picture you cited) can, say, optimise each variable in turn or optimise them all simultaneously, which is important when there are many variables.