OmniTrader Professional Forum OmniTrader Professional Forum
forums calendars search
today this week
 
register logon control panel Forum Rules
You are currently browsing as a guest.
You should logon to access more features
A Self-Moderated Community - ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.


Only Forum Moderators, Administrators, and the owner of this message may delete it.

 
Jim Dean

Sage
20001000100252525
Posts: 3175

Joined: 3/13/2006
Location: L'ville, GA

User Profile
 
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.

[Edited by Jim Dean on 11/30/2018 7:39 AM]

Deleting message 30194 : RE: OT2019 PR2A Global Optimization


Nirvana Systems
For any problems or issues please contact our Webmaster at webmaster@nirvsys.com.