Dear students,
I have updated the course WalkForward optimization: Forex trading with Portfolio EAs with a new lecture called Walk Forward Optimization in the Reactor. There was an update with EA Studio and I decided to share it with you.
The difference is not huge – when we run the reactor with Walk Forward Optimization, we see In Sample and Out of Sample periods in the strategies in the collection, only if we use Out of Sample in the Generator. If we use In Sample than we will not see the different sections. Simply, the final backtest in the Walk forward is done for the complete backtest.
Let me know if you have questions.
Kind regards,