Any way to do walk forward testing?

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bwc2000
Posts: 2
Joined: Sat Feb 04, 2017 10:17 am

Any way to do walk forward testing?

#1 Postby bwc2000 » Sat Feb 04, 2017 10:30 am

Hi,

Is there any way to do the full-fledge backtesting which means it includes walk forward testing?

so in general
you backtest with optimized parameters with in sample data.
then you do walk-forward testing with out-of-sample data.

Because currently all I see is coding c++ strategy and load it into a dll and then see the whole insample data run visually.. which is cool.
btw, I'm using the demo version before deciding.

Thanks.

bwc2000
Posts: 2
Joined: Sat Feb 04, 2017 10:17 am

Re: Any way to do walk forward testing?

#2 Postby bwc2000 » Sat Feb 04, 2017 10:32 pm

Anyone?

Is this forextester advance enough to do walk forward testing ..
Or does anyone who used it know what I'm talking about with walk forward testing..and if they do what steps do they use to achieve it.

Thanks.

FX Helper
Posts: 957
Joined: Mon Apr 01, 2013 3:55 am

Re: Any way to do walk forward testing?

#3 Postby FX Helper » Sun Feb 05, 2017 5:05 am

Hello,

Yes, Forex Tester should be able to do that.

You can run your EA on years of past data using the "Fast test" option.
So our software will quickly run your EA and show the results of testing so you can run it quickly with different parameters and then select the best ones.

Then you can run a regular test on the further data and perform testing (manually or using this EA) in visual mode and see the results of your strategy.


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