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Optimization, Walk-Forward


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  #1 (permalink)
soacm
Bucharest, Romania
 
Posts: 71 since Mar 2022
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Hi, I would like to hear different opinions from anyone that is experienced, how often do you re-optimize your strategies? Thank you.


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  #2 (permalink)
abev
seattle washington
 
Posts: 75 since Feb 2019
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The coded strategies I use are for stock swing trades which last 5-9 days. A basic assumption of my strategies is that each name has it's own personality and reacts to changes in the market differently than other stocks so I run an optimization for each new position entered. I don't touch the strategy's inputs while the position is open. Given that my positions last roughly a week, the strategies are optimized roughly weekly.

I'm not answering your question -- but re-optimizing is a good idea. Like just about every aspect of trading, it really depends upon what kind of trader you are (swing, day, momentum, scalper, etc.) the basic assumptions used by the strategy, and the current state of the market.

I started this reply thinking I could give some meaningful direction but I didn't. Sorry about that. I'll post it regardless.


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Last Updated on June 5, 2022


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