Splits the simulation in a training period (given in percent) and a following test period. F.i. when set at 60, the training period has a length of 60% and the test period has a length of 40%. This
works with or without WFO and ensures that the test always uses out-of-sample data.
50..90 (default = 0 = no separate training / test period).
Gives the number of bars to skip with the SKIP1...SKIP3 flags (default: number of bars corresponding to one week).
Prevents trading for the given number of bars at the begin of a WFO test phase (default:
0). This avoids test bias by future-peeking training f.i. with
a machine learning algorithm. To avoid artificial triggers by parameter changes,
set DataHorizon = 2; to avoid peeking bias when training uses prices from 5 bars in the
future, set DataHorizon = 5. See also
Applies a moving weight factor to the trade results in the training period. F.i. at DataSlope = 2 the last trades have twice the weight than the first trades. This generates parameters that are better fitted to the most recent part of the price curve, and thus takes care of slow market changes.
1..3 (default = 1 = equal weight for all trades)
- On long training periods, f.i. with anchored WFO, It is recommended to set DataSlope at 1.5 .. 2.0 for giving the last part of the price curve more weight.
DataSlope = 2;
DataSplit = 80;
NumWFOCycles = -10; // anchored WFO
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