Class WalkForwardResults

Namespace

Balsam.Optimization

Assembly

Balsam.Backtester.dll

Encapsulates the results of an entire walk forward optimization.

[ProtoContract]
public class WalkForwardResults

Inheritance

object

WalkForwardResults

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Extension Methods

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Properties

CombinedOutOfSample

Gets the results of the combined out-of-sample tests.

[ProtoMember(3)]
public TradeStats CombinedOutOfSample { get; }

Property Value

TradeStats

EndDate

Gest the last date available for out-of-sample testing across all slices.

public DateTime EndDate { get; }

Property Value

DateTime

OutOfSampleDataStore

Gets the datastore containing out-of-sample trades.

[ProtoMember(4)]
public DataStoreBase OutOfSampleDataStore { get; }

Property Value

DataStoreBase

Slices

Gets the slices of the optimization.

public ReadOnlyCollection<WalkForwardSlice> Slices { get; }

Property Value

ReadOnlyCollection<WalkForwardSlice>

StartDate

Gets the first date available for out-of-sample testing across all slices.

public DateTime StartDate { get; }

Property Value

DateTime

Methods

GetParameterSummary()

Returns a parameter summary report.

public string GetParameterSummary()

Returns

string

GetSummary()

Returns a summary report.

public string GetSummary()

Returns

string

GetWalkForwardEfficiency()

Gets the ratio of the average out-of-sample objective function to the average in-sample objective function.

public double GetWalkForwardEfficiency()

Returns

double

ToString()

Returns a string representation of this object.

public override string ToString()

Returns

string