Posted By: antoniorenar
Walk Forward Analysis Equity Curve - 03/22/21 01:04
Hello,
In the 2 last lines of the code below I've tried to plot the walk forward analysis equity curve. Nevertheless, when I press the "Train" button I only obtain the parameter graphs. And if I then press the "result" button, I still don't get the walk forward equity curve. May anyone help me to solve the problem, please?
#include <profile.c>
function run()
{
set(LOGFILE);
set(PARAMETERS);
StartDate=2018;
NumYears=1;
BarPeriod = 1440;
//FOR WALK FORWARD ANALYSIS:
NumWFOCycles = 3;
DataSplit = 20;
//PARAMETERS TO BE OPTIMIZED:
int stoploss = optimize(30,10,50,10);
int stopprofit = optimize(60,20,80,10);
//ENTRIES:
if( NumOpenLong==0 and priceClose(0)>priceClose(1) ) enterLong();
if( NumOpenShort==0 and priceClose(0)<priceClose(1) ) enterShort();
//EXITS:
Stop = stoploss*PIP;
TakeProfit = stopprofit*PIP;
//PLOT EQUITY CURVE (WALK FORWARD):
set(PLOTNOW);
plotWFOCycle(Equity,0);
}
In the 2 last lines of the code below I've tried to plot the walk forward analysis equity curve. Nevertheless, when I press the "Train" button I only obtain the parameter graphs. And if I then press the "result" button, I still don't get the walk forward equity curve. May anyone help me to solve the problem, please?
#include <profile.c>
function run()
{
set(LOGFILE);
set(PARAMETERS);
StartDate=2018;
NumYears=1;
BarPeriod = 1440;
//FOR WALK FORWARD ANALYSIS:
NumWFOCycles = 3;
DataSplit = 20;
//PARAMETERS TO BE OPTIMIZED:
int stoploss = optimize(30,10,50,10);
int stopprofit = optimize(60,20,80,10);
//ENTRIES:
if( NumOpenLong==0 and priceClose(0)>priceClose(1) ) enterLong();
if( NumOpenShort==0 and priceClose(0)<priceClose(1) ) enterShort();
//EXITS:
Stop = stoploss*PIP;
TakeProfit = stopprofit*PIP;
//PLOT EQUITY CURVE (WALK FORWARD):
set(PLOTNOW);
plotWFOCycle(Equity,0);
}