Hi Petko,
I have some question about the Walk Forward Validation/Optimization. The case is: I run the reactor with some acceptance criteria and Walk Forward Validation only. After that I check the strategies one by one and run the single Walk Forward process and I see that not all strategies full-fill all 3 criteria (Segments validation, Common Acceptance Criteria and Is strategy better). Why this is the case? Why in the reactor they show successful passed validation?
Second question. When we run the a single Walk Forward test for a particular strategy, should we EDIT the strategy only if all 3 criteria are valid/green?
Third question. If we EDIT a strategy with the Walk Forward Optimization and run it once again with Walk Forward Optimization, it is very likely that the optimization will produce much worse results. Does it mean that our EDITED strategy now is over-optimized?
Thanks a lot
Nedko