Walk forward optimization software?

Discussion in 'Trading Software' started by yoyo2000, Jul 10, 2005.

  1. yoyo2000

    yoyo2000

    Hi,TruthTeller,thanks for your help,I'm very interested in invest/RT,but could you please give me some more clue about how the WFO in Invest/RT selects the "best" value of the paratemer(s),is best = max,or best = the most stable?
    That's,how Invest/RT calculates the stability in the case of more than 2 parameters?

    And can I use custom performence indicator in Invest/RT for optimization(for example,sharp ratio).

    And,please correct me if I'm wrong,the build-in trading system development and WFO function seem to be in investRT's pro complete version only?
     
    #11     Jul 14, 2005
  2. It will be a lot more efficient for you to direct your specific questions to support@linnsoft.com. They are wonderful at quick response to the most detailed questions, and you'll be dealing directly with the program designers. You are asking about optimization, which is an option I don't personally use much. So they will be a lot more helpful.
     
    #12     Jul 14, 2005
  3. yoyo2000

    yoyo2000

    OK,I'v sent a mail.Thanks
     
    #13     Jul 14, 2005