I have a question about forward testing that I could not find in the documentation
I am currently working on an EA that builds a data file of statistics as it works. So this data file is very important to future calculations. During testing, this data file is held in memory (arrays). Outside of testing, data file is periodically saved. My question is how would the Forward testing during optimization treat this? I like using the cloud to speed up optimization and saving and reading files during optimization has given me issues in the past.
If I run a optimization from 1 Jan to 1 Sept. and forward test 1 Sept to 1 Oct. The balance is reset as of 1 Sept as the forward testing begins. Does anyone know (Rosh, angevoyageur, and others) if data stored in memory is also reset as the Forward testing begins. Any insight would be appreciated.
why don't you try and let is know?
it you can, write them to a file and reference to it.