Discussion of article "Continuous walk-forward optimization (Part 8): Program improvements and fixes"
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New article Continuous walk-forward optimization (Part 8): Program improvements and fixes has been published:
The program has been modified based on comments and requests from users and readers of this article series. This article contains a new version of the auto optimizer. This version implements requested features and provides other improvements, which I found when working with the program.
The previous program version had a phased input of dates for forward and historical optimizations, which was inconvenient. This time, I have implemented automated input of the required time ranges. The details of the functionality can be described as follows. The selected time interval should be automatically broken into forward and historic optimization. The step for both optimization types is fixed and is set before splitting into intervals. Each new forward range must start on the next day following the previous range. Shift of historical intervals (which overlap) is equal to the step of forward windows. Unlike historic optimizations, forward ones do not overlap, and they implement a continuous trading history.
To implement this task, I decided to transfer this functionality into a separate graphic window and to make it independent and not directly related to the main interface. As a result, we have the following hierarchy of objects.
Author: Andrey Azatskiy