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Subject: Walk Forward Settings

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jbts
Posts:11

06-01-2006 11:31 PM Alert 
I am testing a system over a data series consisting of approximately 5,000 bars yielding ~450 system trades.

In the Optimize dialog box, in the Walk Forward Settings area at the bottom of the dialog box, what do you suggest as appropriate values for:
1) Training Window Length = ?
2) Run Window Length = ?

I am greatly enjoying using TradersStudio 2.0!

Thank you!

murray
Posts:431

06-01-2006 11:38 PM Alert 

I would use 500, 100  or 1000,200 or something like that. Currently you can either exit all trades if parameters change or not exit them. This can create some problems. In the next version of this we will only exit if the change in parameters causes a change in position.

      We are going to enhance to tool during the minor fixes during this summer. If you have any ideas we would like to hear them.

jbts
Posts:11

06-01-2006 11:55 PM Alert 
Can you please provide a brief description of "Training Window Length" and "Run Window Length"?

Thank you, Murray!
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