Block 4: Walk Forward Optimization
- or -
Post a project like this1981
$
- Posted:
- Proposals: 2
- Remote
- #2197975
- Awarded
Description
Experience Level: Entry
Walk forward optimization
1. Walk forward, use the source as implemented here: https://ntguardian.wordpress.com/2017/06/19/walk-forward-analysis-demonstration-backtrader/
2. Add functions so it optimization target/objective function can be:
o Pessimistic Return Ratio,
o System Quality Number (SQN)
o Variability Weighted Return (VWR)
3. The result should be:
o a set of optimized parameters saved to file.
o a performance report and graphs as above
1. Walk forward, use the source as implemented here: https://ntguardian.wordpress.com/2017/06/19/walk-forward-analysis-demonstration-backtrader/
2. Add functions so it optimization target/objective function can be:
o Pessimistic Return Ratio,
o System Quality Number (SQN)
o Variability Weighted Return (VWR)
3. The result should be:
o a set of optimized parameters saved to file.
o a performance report and graphs as above
Mårten S.
100% (3)Projects Completed
3
Freelancers worked with
1
Projects awarded
100%
Last project
4 Nov 2018
Sweden
New Proposal
Login to your account and send a proposal now to get this project.
Log inClarification Board Ask a Question
-
There are no clarification messages.
We collect cookies to enable the proper functioning and security of our website, and to enhance your experience. By clicking on 'Accept All Cookies', you consent to the use of these cookies. You can change your 'Cookies Settings' at any time. For more information, please read ourCookie Policy
Cookie Settings
Accept All Cookies