Hi, I'm just struggling how to properly test my strategies i play with:)
At the moment i have a question about the capital allocation factors.
I understand that if the FACTORS flag is set the OptimalF factors are generated from the whole training+test period - not only from the training period.
a) is this done dynamically step by step while the test period is running on the test period? Or is the whole training+test period used to allocate optimalF factors BEFORE running the actual WalkForward Test?
b) is there a FLAG or method i could use to only train the OptimalF Factors from the training period only?
Thanks:)