Does anybody knows how to reset some data on walk-forward optimization?
For example I have:
30 days optimization => 20 test; 30 days optimization => 20 test. So basically how to reset before each 30 days of optimization?
--------
And if this is not possible, another question would be how to keep order of optimized parameter. What I mean by that, for example I have a parameter RunCounter(0-10). So I want it to be optimized in this order: 0,1,2,3,4,5,...10. This way I could reset my data if RunCounter==0. I accept the fact it will be slower, because it will not be multi-threaded anymore.
--------
Anybody has any ideas how this could be achieved in NT8?
P.S. On attached image blue arrows is where I want to run some reset code(once, not for each parameter of optimization).
Comment