Greetings all, I was wondering if anyone knows whether it is possible to do customized walk forward backtesting with afl code? So I have control over what parameter from IS to use in OS. For example, each time after a IS optimization, i would like to modify the parameter from the optimization based on current market condition and then use that in OS, Instead of directly use the best parameter in the OS test.
Any input is greatly appreciated. Best, Ade
