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October 7, 2019 at 7:41
#23392
Anonymous
Inactive
Hello Simon,
The Walk Forward Optimization does the optimization segment by segment, so it is unlikely to over-optimize the strategies. No like the Optimizer that works on the complete Historical data. That is the huge difference.
It takes the parameters from the last segment and tests the complete period with these parameters. They are optimized just for the recent Historical data(the recent market conditions). If they do well for the whole period, it will take them.