Long and short walk forward. July 24 2019. See this link.

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.


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.