WalkForwardStep

WalkForwardStep

public WalkForwardStep(WalkForwardWindow Window, IReadOnlyDictionary<string, object> Parameters, decimal InSampleFitness, Strategy OutOfSample)

walkForwardStep = WalkForwardStep(Window, Parameters, InSampleFitness, OutOfSample)

What one walk-forward window came to.

Window

The window.

Parameters

The parameter values the in-sample search chose, by parameter id.

InSampleFitness

The fitness the chosen values scored on the in-sample stretch.

OutOfSample

The strategy run with the chosen values over the out-of-sample stretch.

InSampleFitness

public decimal InSampleFitness { get; set; }

value = walkForwardStep.InSampleFitness
walkForwardStep.InSampleFitness = value

The fitness the chosen values scored on the in-sample stretch.

OutOfSample

public Strategy OutOfSample { get; set; }

value = walkForwardStep.OutOfSample
walkForwardStep.OutOfSample = value

The strategy run with the chosen values over the out-of-sample stretch.

Parameters

public IReadOnlyDictionary<string, object> Parameters { get; set; }

value = walkForwardStep.Parameters
walkForwardStep.Parameters = value

The parameter values the in-sample search chose, by parameter id.

Window

public WalkForwardWindow Window { get; set; }

value = walkForwardStep.Window
walkForwardStep.Window = value

The window.