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walk forward analysis with SC


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  #1 (permalink)
 crazybears 
Alesia E.U.
 
Experience: Intermediate
Platform: Sierra chart
Trading: Futures
Posts: 168 since Feb 2011
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Hi

someone know if can be do with ASCIL ?
otherwise someone has tried /found other solutions ?
IMHO backtesting strategy with WFA it's the only weakness of SC.


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  #2 (permalink)
 ejtrader 
Portland, OR
 
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crazybears - Based on my understanding, WFO would come into play only if the parameters are optimized for a set of data and same set of parameters are applied to data - against which optimization is not done.

With SC - As there is no concept of parameter optimization etc, probably running the strategy test with smaller set of data ( by restricting the data loaded on the chart ) and once satisfied with the parameters, one can try running it with larger set of data.

If you are referring to using a different tool like "R" plugged into SC - it would be a different story.

Thanks


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  #3 (permalink)
 crazybears 
Alesia E.U.
 
Experience: Intermediate
Platform: Sierra chart
Trading: Futures
Posts: 168 since Feb 2011
Thanks Given: 146
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Hi Ejtrader

that could be a solution maybe using Solver of excel searching for optimized parameters.

i have to study R software ,i read that others users use R with SC data.

maybe SC team would add this feature

thanks


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  #4 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
Posts: 269 since Jan 2011
Thanks Given: 327
Thanks Received: 180

crazybears - From SC team's priorities - it doesn't appear like there is much importance or roadmap to improve anything in the backtest/optimization space. However certainly wish they would try to improve this space sooner


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