Walk Forward

Created at 24 Jun 2015, 01:05
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8081871

Joined 18.06.2015

Walk Forward
24 Jun 2015, 01:05


Please implement a Walk Forward function.

You should be able to select the period of optimization X and the periodo of testing Y. So if you select 30 days for X and 1 day for Y on a 1 year story, the WFO would make (365-30) optimizations and run each of this optmization on the 365-30 days of the year.


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