I am trying to automate walk forward analysis, but I get the error: “walk forward analysis does not yet support securities.”
This error comes when I choose futures and stocks. If it worked with only futures that would make sense, but neither works. Getting this to work is crucial and there is almost no mention of this apis existence anywhere. If anyone has had this problem or has any advice pls comment. The optimizer works with normal optimization but not walk forward. Thanks.
Submitted November 07, 2020 at 03:00PM by Funky_Pants_