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                                                   Custom Fitness Functions for Walk Forward Testing


Praveen Baratam
2016-08-28 03:20:38

Walk forward testing is the most important tool available to traders to test the robustness of optimization process and resultant trading system but QuantShare's WFT tool only allows for testing against inbuilt fitness criteria.

I test all my trading systems with this fitness function - 2*AnnualRetrun+MaxSystemDrawdownInPercentage - and WFT tool does not allow me to define my own fitness function.

This is a serious limitation for any comprehensive trading and analysis platform. Please implement custom fitness functions for exhaustive optimization and WFT ASAP.

2016-08-28 06:11:22

Thank you for the suggestion

Praveen Baratam
2016-08-28 06:14:28

Is it in the pipeline? When can we expect to have this feature?

2016-08-31 12:06:10

We have added this to our todo list. We cannot give an exact release date.

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