Skip to content

Adding wfo to the web app #30

@SaidJacobo

Description

@SaidJacobo

Add the WFO fields to the backtest form (look back bars, validation bars). I don't know how to display the strategy parameters that can be optimized because its depends of the strategy.

At the backend level, there are two ways to do it:

One is to add it as if it were a test (for example, the random one): a WFO table doubly linked to botperformance (one with the botperformance ID it belongs to and another with the botperformance of the WFO, the latter linked to trade performance).

The other is to add it as another backtest, linked to trade performance and with a WFO table so as not to add those fields to the botperformance table.

I think the latter makes more sense, and it's also easier. In turn, it will be necessary to add some tables/fields in each of the bots to keep a record of the last optimization, to know later in live trading if it is necessary to optimize before executing or not (perhaps the optimizations could be scheduled externally without interfering with the execution flow)

Metadata

Metadata

Assignees

No one assigned

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions