There are some new experimental features that have been added in May 16 2019 build


A walk forward can now be run in reverse order.

RunsOOSBkwd

This is the RunsOOSBkwd feature.

The left graph is a normal WF. The right one the In Sample period has been reversed.



RunsIsFullPeriod uses in sample a little different from the default Runs OOS.

The in sample period is simply x% (30% shown) if the total period.



The reason RunsIsFullperiod was made was to overcome the situation below where clusters are prone to fail.



RunsIS is likely to be removed.

Created with the Personal Edition of HelpNDoc: Write EPub books for the iPad