Subject : RE: OT2019 PR2A Global Optimization Posted : 11/30/2018 7:35 AM Post #30194 - In reply to #30193
1. Use 960-120 = 840 as the forward test periods. The monthly boundaries input does what you were trying to do with the 20 input. This is how DO always has worked.
2. NPP exits (aka Market Reversals) are never realistic. They use a crystal ball to determine when to exit. However, using NPP as a metric during the backtesting to determine the next walkforward Param setting is ok.