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	<title type="html"><![CDATA[Forex Software — Does anyone have an ok to good walk-forwardable result???]]></title>
	<link rel="self" href="https://forexsb.com/forum/feed/atom/topic/211/" />
	<updated>2009-01-19T23:09:19Z</updated>
	<generator>PunBB</generator>
	<id>https://forexsb.com/forum/topic/211/does-anyone-have-an-ok-to-good-walkforwardable-result/</id>
		<entry>
			<title type="html"><![CDATA[Re: Does anyone have an ok to good walk-forwardable result???]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/1907/#p1907" />
			<content type="html"><![CDATA[<div class="quotebox"><cite>Popov wrote:</cite><blockquote><p>What I&#039;m using to imitating forward tests is the indicator Data Bars Filter set in an Opening Logic Condition slot<br />[Opening logic condition]<br />Data Bars Filter<br />&nbsp; &nbsp; &nbsp;Do not use the newest &#039;n&#039; bars<br />&nbsp; &nbsp; &nbsp;Newest &#039;n&#039; bars&nbsp; -&nbsp; 1000<br />&nbsp; &nbsp; &nbsp;Oldest &#039;m&#039; bars&nbsp; -&nbsp; 0<br />It simply forbids entering in a new position for the selected number of bars. In this case the backtest will not use the newest 1000 bars.<br />So with this filter included I prepare the strategy. When the balance line is smoothly rising I simply close this &quot;Data Bars Filter&quot;. Doing this I allow Forex Strategy Builder to recalculate the strategy using all the data bars.<br />I prefer this technique because it&#039;s easy to return to the &quot;future test in the past&quot; again. Pressing Ctrl + Z (Undo) returns the &quot;Data Bars Filter&quot; in the strategy.<br />What happens actually. I throw away most of the strategies and finally I chose these that keep the balance line pattern smooth.<br />As I understand from you request you want to make this process automatic and Forex Strategy Builder to evaluate a strategy according to this walk-forward test.<br />It is not a big deal. I can make even the strategy generator using this and showing only the strategies passed the walk-forward test.<br />Actually I worked on this several years ago but finally I abandon this idea.<br />If you thing this feature will be useful I&#039;ll include it in my To Do list. <br />We have to shape the idea. The first I can see is it will be necessary two calculation cycles: one without the last N bars and one including all data. This will make FSB twice slower. Anyway this can be an on/off option.<br />Good luck and happy forex strategy building!</p></blockquote></div><p>Let&#039;s do this Popov!<br />And &quot;we&quot; also need way to translate results for application.&nbsp; I believe I posted one FXSB result and wished to see how (or if) it can be applied to one 5 minute moment (at day&#039;s market close time of 5pmEST), am going to look now as I think you said you&#039;ve posted some answers of late.<br />Jerry</p>]]></content>
			<author>
				<name><![CDATA[BatchBoy]]></name>
				<uri>https://forexsb.com/forum/user/209/</uri>
			</author>
			<updated>2009-01-19T23:09:19Z</updated>
			<id>https://forexsb.com/forum/post/1907/#p1907</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Does anyone have an ok to good walk-forwardable result???]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/1857/#p1857" />
			<content type="html"><![CDATA[<p>What I&#039;m using to imitating forward tests is the indicator Data Bars Filter set in an Opening Logic Condition slot</p><p><strong>[Opening logic condition]</strong><br /><strong><span style="color:blue">Data Bars Filter</span></strong><br />&nbsp; &nbsp; &nbsp;<strong><span style="color:teal">Do not use the newest &#039;n&#039; bars</span></strong><br />&nbsp; &nbsp; &nbsp;<strong>Newest &#039;n&#039; bars</strong>&nbsp; -&nbsp; <em>1000</em><br />&nbsp; &nbsp; &nbsp;<strong>Oldest &#039;m&#039; bars</strong>&nbsp; -&nbsp; <em>0</em></p><p>It simply forbids entering in a new position for the selected number of bars. In this case the backtest will not use the newest 1000 bars.</p><p>So with this filter included I prepare the strategy. When the balance line is smoothly rising I simply close this &quot;Data Bars Filter&quot;. Doing this I allow Forex Strategy Builder to recalculate the strategy using all the data bars.</p><p>I prefer this technique because it&#039;s easy to return to the &quot;future test in the past&quot; again. Pressing Ctrl + Z (Undo) returns the &quot;Data Bars Filter&quot; in the strategy.</p><br /><p>What happens actually. I throw away most of the strategies and finally I chose these that keep the balance line pattern smooth.</p><p>As I understand from you request you want to make this process automatic and Forex Strategy Builder to evaluate a strategy according to this walk-forward test.<br />It is not a big deal. I can make even the strategy generator using this and showing only the strategies passed the walk-forward test.</p><p>Actually I worked on this several years ago but finally I abandon this idea.</p><p>If you thing this feature will be useful I&#039;ll include it in my To Do list. </p><p>We have to shape the idea. The first I can see is it will be necessary two calculation cycles: one without the last N bars and one including all data. This will make FSB twice slower. Anyway this can be an on/off option.</p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2009-01-13T04:45:54Z</updated>
			<id>https://forexsb.com/forum/post/1857/#p1857</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Does anyone have an ok to good walk-forwardable result???]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/1856/#p1856" />
			<content type="html"><![CDATA[<p>This sounds like a good idea to me, too.</p><br /><p>Max</p>]]></content>
			<author>
				<name><![CDATA[Max]]></name>
				<uri>https://forexsb.com/forum/user/357/</uri>
			</author>
			<updated>2009-01-13T02:52:27Z</updated>
			<id>https://forexsb.com/forum/post/1856/#p1856</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Does anyone have an ok to good walk-forwardable result???]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/807/#p807" />
			<content type="html"><![CDATA[<p>Dear fellow FSB-ers,</p><p>RE: Does anyone have an ok to good walk-forwardable result???</p><p>In occasionally glancing at this forum for couple of days I&#039;m shocked to see the lack of walk-forward-ing used since finding yesterday it&#039;s not that hard to do.&nbsp; It&#039;s just a couple clicks of &quot;market horizon&quot; away to hide a walk-forward data region from training, then un-click to reveal trained result on walk-forward region afterwards, very simple.</p><p>But I post here to ask if anyone has an ok to good walk-forwardable (by either live or above simple method)result anyway that they could tell us about and hopefuily post.</p><p>Seemingly there is no adjustment means to come-out with OK walk-forwardable results, most of the time it seems we will get not good walk-forwardable results, but I begin to post to administrator Popov to PLEASE add a walk-forward feedback region (AKA &quot;Validate region&quot;) so that search/train process sees and weeds out the bad from the good and yield most regularly a walk-forwardable OK solution.</p><p>Please help out by harping on this request too, it is sooooo important, otherwise this wonderful gadget stays in toy category (I know, I&#039;ve used enough fx softwares to allow me to say such things) ............&nbsp; something to play around with with no hopes in mind of seriousness, and from what I can see from reading Popov, he wishes for us to have real employable results, so I&#039;m sure he doesn&#039;t want that and would prefer to do what he can along this line to make it real, no?</p><p>In meantime, it be nice to know if anyone has something ok walk-forward-wise?</p><p>Truly,<br />Jerry B.</p>]]></content>
			<author>
				<name><![CDATA[BatchBoy]]></name>
				<uri>https://forexsb.com/forum/user/209/</uri>
			</author>
			<updated>2007-12-26T05:55:31Z</updated>
			<id>https://forexsb.com/forum/post/807/#p807</id>
		</entry>
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