OptimizationPeriod
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Reserved for Walk-Forward Optimization, this property determines the number of days used for the "in sample" backtest period for a given strategy. See also TestPeriod.
Note: This property should ONLY be called from the OnStateChange() method during State.SetDefaults |
An int value representing the number of "in sample" days used for walk-forward optimization; Default value is set to 10.
OptimizationPeriod
protected override void OnStateChange() |