Hello,
I am hoping that I can use the previously saved WFO parameter values in a future WFO run on a portion or different unset parameters. The idea is that I establish the WFO parameters for a strategy, and then if I am looking to improve the strategy by adding a condition, I could optimize this new parameter with the previously saved WFO parameters keeping their values for each period. In this way I would avoid having to perform an entire WFO on all of the parameters and instead complete an analysis of the new condition more easily and quickly.
Thanks,
Dandude
I am hoping that I can use the previously saved WFO parameter values in a future WFO run on a portion or different unset parameters. The idea is that I establish the WFO parameters for a strategy, and then if I am looking to improve the strategy by adding a condition, I could optimize this new parameter with the previously saved WFO parameters keeping their values for each period. In this way I would avoid having to perform an entire WFO on all of the parameters and instead complete an analysis of the new condition more easily and quickly.
Thanks,
Dandude
Rename
Interesting idea, but unfortunately not supported. I added a #FeatureRequest tag so we can get this into the wish list.
Your Response
Post
Edit Post
Login is required