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What i am planning on doing after the TS has finished is to go into the trading rules and see what values it has come up for the inputs and then see if i can narrow some of the ranges on the inputs . Eg bars back on an input restrict to say 1 to 5 instead of 1 to 10 , etc .
Here is an interesting idea ,
In the predictor you can stop the model training at any stage and keep that model, but with the tp2 running in the TS , if the TP2 is calculating each bar and it is taking a long time , therefore if i stop it early it has not calculated each bar only some of them. As in stopping it early in a walk forward it has only completed the ones that have been optimized.
So if i stop a TP2 running early in the TS , I am only seeing results from however many bars were done in that time frame . So if i look at the results eg GP/GL , Ratio win/loss avg win, % win etc . So if i leave the TS running with the TP2 for say 6 hours and then stop it . I am wondering if i could say that approximately i have the ratios that i want to compare ?? As the ratios are not changing or they have not changed for a long time .?
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