Uses of Class
com.quantfinlib.backtest.validation.WalkForwardAnalyzer.WalkForwardResult
Packages that use WalkForwardAnalyzer.WalkForwardResult
Package
Description
Validation tools that test a backtest for overfitting.
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Uses of WalkForwardAnalyzer.WalkForwardResult in com.quantfinlib.backtest.validation
Methods in com.quantfinlib.backtest.validation that return WalkForwardAnalyzer.WalkForwardResultModifier and TypeMethodDescriptionWalkForwardAnalyzer.analyze(BarSeries series, ParameterGrid grid, StrategyFactory factory, BacktestConfig config, int trainBars, int testBars, ToDoubleFunction<PerformanceMetrics> objective) Runs a walk-forward optimisation over the parameter grid.