Petzy - 8-1-2018 at 08:01 AM
Hi,
I would like to know if it is better to run EWFO on all interesting strategies first. And then use Portfolio Analyst to determine which ones to trade?
Or if it is ok to first use Portfolio Analyst to find out which strategies to trade and then optimize them using EWFO?
The reason I ask is because running WFO and EWFO on all strategies GSB finds takes a lot of time. It would be faster to first exclude most of the
strategies with Portfolio Analyst and then optimize the few that Porfolio Analyst tells you to trade.
My concern is that optimizing the strategies after Portfolio Analyst would change their behaviour so much that they might no longer be the best ones
to trade after all. (And not optimize a lot of strategies might make me miss some strategies that would be better once they are optimized).
Is this a catch 22, or is there a better way?
Regards,
Peter Gunnarsson
admin - 8-1-2018 at 03:12 PM
I build systems in GSB & GSB WF, and most of the time dont use EWO. Then I use the auto portfolio in PA and let pa decide what I trade. All of this
takes minimal human time considering whats achieved.