Hello comrades,
I have a question that I hope you can help me with.
Currently, I am performing Walk Forward on a strategy, but the Walk Forward results only provide a general report for each pair of parameters.
For each pair of Walk Forward parameters, I want to export a detailed .csv file of the trades, similar to when generating a Backtest report (Result List in Backtest). Please let me know how I can do this.
I will explain based on the simple example below.
paramMA1 = Optimize("paramMA1", 10, 2, 30,1);
paramMA2 = Optimize("paramMA2", 21, 10, 50,1);
MA1 = MA(C,paramMA1);
MA2 = MA(C,paramMA2);
Buy = Cross(MA1, MA2);
Sell = Cross(MA2, MA1);
The two parameters undergoing Walk-Forward with the Optimize setting as CAR/MDD are:
paramMA1 = Optimize("paramMA1", 10, 2, 30,1);
paramMA2 = Optimize("paramMA2", 21, 10, 50,1);
After performing the Walk-Forward, we have the following results:
In the OOS (Out Of Sample) results section,
for each pair of parameters paramMA1 and paramMA2,
a .csv file detailing the trades will be created,
similar to when generating a Backtest report.
For example, if paramMA1 = 2 and paramMA2 = 20, and the time period is from 02/10/2018 to 01/01/2019. (Red text)
I want to export a .csv file similar to when using Backtest with the parameters paramMA1 = 2 and paramMA2 = 20 for the time period from 02/10/2018 to 01/01/2019, like this:
Please respond to me, my English is limited, so if there is anything not clearly understood, please let me know. Sincerely thank you and wish you all the best.