optimization_walk_forward
Perform walk-forward analysis to detect overfitting in trading strategies by testing them on both in-sample and out-of-sample data periods.
Instructions
Perform walk-forward analysis to detect overfitting
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| strategy | Yes | ||
| symbol | Yes | ||
| timeframe | Yes | ||
| start_date | Yes | ||
| end_date | Yes | ||
| in_sample_period | No | ||
| out_sample_period | No | ||
| step_forward | No | ||
| param_space | No | ||
| metric | No | total_return |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||