Hi all. I'd like to train my H4 strategy fixing the following parameters.
1) length of test period in bars: 6*22*4 (4 months) 2) EndDate = 20181031 3) DataSplit = 90 4) LoockBack = 200
I've tried to play around with some parameters using the setWFO2 recomended function too. But I have found erratic results. The impression was that Zorro did not calculated correctly the StartDate of the simulation.
No fixed StartDate leaved as default. The idea will be to vary the datasplit and the test period in order to check strategy robustness. I can set a start date way in the past like 20090101 if needed... on the contrary it shoud be calculated I guess....but why?
Thank you JCL, can you articulate a little more? How to keep the same EndDate, NumWFOCycles and the Length of Test period, while changing the dataSplit parameter (not in the same trainig, obviously)?
Thank you I am spending some time on that manual page... why not at the same time? There is not the way to configure Zorro in order ti train 12 cycles of 16 weeks each with an assigned DataSplit percentage?
You can configure anything you want, as long as you know what you want. In your example, the simulation period is 12x training time plus 11x test time plus lookback.