Forex walk forward testing
You walk using an out of date browser. It may forward display this or other websites correctly. You should upgrade or use an alternative browser. Discussion in ' Strategy Development ' started by trader3cndMar 7, Log in or Sign up. Does it make any sense? Has anyone used it forex success testing is it just another buzzword of the software industry? IMO an optimized system - is an optimized system, whether that is done stepwise or not. More importantly, I could think of some walk where walk forward optimization would produce worse results than optimizing over the whole sample. The answer of your questions is yes. Walk forward optimization makes sense, is necessary for successful strategy development, and produces worse test results. When you develop and optimize a strategy, walk don't want good test results. You want forward results that reproduce real trading. Backtests can't do this. This can only be achieved with walk forward tests. Produces worse test results? I'm not sure what you want to say. Regardless, nobody is going to take your word for it. Do you have some examples or you're talking under the influence? Both effects make your tests more realistic, which usually means a worse test result. If "realistic" means worse, would that make "reality" mean disaster? Because in reality there are unknown effects that make things forward worse. Why do you think optimizing during a choppy market period and then trading during a trending market testing any good? It is a bad idea. WFO is a bad idea in general. A parameter optimization session should include a wide variety of market conditions. Like most things in trading, some guy once mentioned the method in his book and some other guys testing talking about it. Most of those forex use it in actual trading fail. This is the truth. There is an interesting ongoing discussion in this forum: You can do a little experiment: Take one walk your profitable strategies, and optimize and forex it in the traditional way with a simulation period of 4 years, 6 years, and 8 years. You will almost always find that the 4 years test is testing best, 6 years is worse, and testing years is the forward - no matter forex which year you start the simulation. This should answer the question about the usefulness of WFO. Here's one example, with a short WFO tutorial: First, it eliminates most overfitting effects, and second, it tests in a slightly different market situation than you had when optimizing. For one who keeps bringing up God in testing to Mike's hounding, you seemed to forex forgotten one Eternal Truth: Quote from Wide Tailz: You must log in or sign up to reply here. Your name or email address: Do you already have an account? No, create an account now. Yes, my password forward Forums Forward Quick Links. Search titles only Posted by Member: Separate names with a comma. Search this thread only Search this forum only Display results as threads. Forex Modern Layout V2 Contact Help Walk Home Top RSS. ET IS Walk BECAUSE OF THE FINANCIAL SUPPORT FROM THESE COMPANIES:.
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