Number of trades in an asset loop

Gamestudio Links

Zorro Links

Trading Journey
by howardR. 04/28/24 09:55

basik85278
by basik85278. 04/28/24 08:56

Zorro Trader GPT
by TipmyPip. 04/27/24 13:50

M1 Oversampling
by jcl. 04/26/24 11:12

AUM Magazine

Latest Screens

0 registered members (), 730 guests, and 1 spider.

Key: Admin, Global Mod, Mod

Newest Members

Print Thread

Rate Thread

Re: Number of trades in an asset loop [Re: edu] #482667 03/15/21 11:29 03/15/21 11:29
Joined: Mar 2017 Posts: 15 edu OP Newbie
edu OP Newbie Joined: Mar 2017 Posts: 15	It seems that the problem is the WFO When I comment this part out, the number of trades match. Code NumWFOCycles=3; Why are the WFO results different when I optimize the whole portfolio with an asset loop and when I optimize for each asset independently?

Entire Thread
Subject	Posted By	Posted
Number of trades in an asset loop	edu	03/08/21 10:46
Re: Number of trades in an asset loop	edu	03/15/21 11:29
Re: Number of trades in an asset loop	jcl	03/18/21 15:07
Re: Number of trades in an asset loop	edu	03/29/21 07:55
Re: Number of trades in an asset loop	jcl	03/30/21 10:02
Re: Number of trades in an asset loop	edu	04/05/21 10:29

Moderated by Petra