Hello
I use very much the walk forward optimization, and I think that only
out-of-sample data are useful data to know how your system behaves.
So, I want to add to my system's code, both the two variables I
optimize, changing their value as the date change.
e.g, from 1-1-1999 to 3-31-1999, stoploss must be 5% and stopprofit,
3%. And, from 4-1-1999 to 6-30-1999, the values must change, 4.5% and
2%, for example.. and so on..
I suppose using the switch command and some kind of variables I could
change my stoploss and stopprofit parameters when the date change, but
I haven't seen any similar example..
Any idea?
Thanks
