Enhanced Walk Forward Optimizer for Tradestation & MultiCharts

2.20 Parameter stability
Parameter stability. This will try a group of common fitness's and work out the most stable parameter settings. The final shown WF curves, are n...
Sun, 29 Sep, 2019 at 6:38 PM
2.20 Long, Short Walk forward
Long, Short Walk forward We now can do a walk forward for long only trades, or a walk forward for short only trades. This should not be confused with a...
Sun, 29 Sep, 2019 at 6:38 PM
2.21 How to add Fitness Type
How to add Fitness Type To add more fitness type you need to open “Stability Scores” and click on “Fitness Type” and you will see all the fitness criter...
Sun, 29 Sep, 2019 at 6:39 PM
2.22 Nth best parameter
Nth best parameter. EWFO instead of choosing the best parameter, will chose the nth best. In the example shown, the 1 to 50th best parameters are sh...
Sun, 29 Sep, 2019 at 6:39 PM
2.23 Doing A WF of GSB system
Doing A WF of GSB system GSB has its own WF that is much faster than TS. However if you add your own code into GSB, you cannot do a WF in GSB. GSB h...
Sun, 29 Sep, 2019 at 6:39 PM
2.24 Walk-forward efficiency
Walk-forward efficiency This is the annualized rates of return for the out-of-sample results divided by the in-sample results. This is considered a metr...
Sun, 29 Sep, 2019 at 6:39 PM
2.25 Cluster analysis
Cluster analysis The points below is a guide how to use cluster analysis. There is lots of scope for users to use EWFO differently. non of the WF prof...
Sun, 29 Sep, 2019 at 6:39 PM
2.26 New features
New features Long and short walk forward. July 24 2019. See this link. There are some new experimental features that have been added in May 16 ...
Sun, 29 Sep, 2019 at 6:40 PM
2.27 Batch mode
Batch mode This is currently in beta mode, but is working. Chose your settings that you want to use for batch mode. Save the parameters ...
Sun, 29 Sep, 2019 at 6:40 PM