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Posts: 4

Topic: Does anyone have an ok to good walk-forwardable result???

Dear fellow FSB-ers,

RE: Does anyone have an ok to good walk-forwardable result???

In occasionally glancing at this forum for couple of days I'm shocked to see the lack of walk-forward-ing used since finding yesterday it's not that hard to do.  It's just a couple clicks of "market horizon" away to hide a walk-forward data region from training, then un-click to reveal trained result on walk-forward region afterwards, very simple.

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.

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 "Validate region") so that search/train process sees and weeds out the bad from the good and yield most regularly a walk-forwardable OK solution.

Please help out by harping on this request too, it is sooooo important, otherwise this wonderful gadget stays in toy category (I know, I've used enough fx softwares to allow me to say such things) ............  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'm sure he doesn't want that and would prefer to do what he can along this line to make it real, no?

In meantime, it be nice to know if anyone has something ok walk-forward-wise?

Truly,
Jerry B.

Re: Does anyone have an ok to good walk-forwardable result???

This sounds like a good idea to me, too.


Max

Re: Does anyone have an ok to good walk-forwardable result???

What I'm using to imitating forward tests is the indicator Data Bars Filter set in an Opening Logic Condition slot

[Opening logic condition]
Data Bars Filter
     Do not use the newest 'n' bars
     Newest 'n' bars  -  1000
     Oldest 'm' bars  -  0

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.

So with this filter included I prepare the strategy. When the balance line is smoothly rising I simply close this "Data Bars Filter". Doing this I allow Forex Strategy Builder to recalculate the strategy using all the data bars.

I prefer this technique because it's easy to return to the "future test in the past" again. Pressing Ctrl + Z (Undo) returns the "Data Bars Filter" in the strategy.


What happens actually. I throw away most of the strategies and finally I chose these that keep the balance line pattern smooth.

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.
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.

Actually I worked on this several years ago but finally I abandon this idea.

If you thing this feature will be useful I'll include it in my To Do list.

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.

Re: Does anyone have an ok to good walk-forwardable result???

Popov wrote:

What I'm using to imitating forward tests is the indicator Data Bars Filter set in an Opening Logic Condition slot
[Opening logic condition]
Data Bars Filter
     Do not use the newest 'n' bars
     Newest 'n' bars  -  1000
     Oldest 'm' bars  -  0
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.
So with this filter included I prepare the strategy. When the balance line is smoothly rising I simply close this "Data Bars Filter". Doing this I allow Forex Strategy Builder to recalculate the strategy using all the data bars.
I prefer this technique because it's easy to return to the "future test in the past" again. Pressing Ctrl + Z (Undo) returns the "Data Bars Filter" in the strategy.
What happens actually. I throw away most of the strategies and finally I chose these that keep the balance line pattern smooth.
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.
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.
Actually I worked on this several years ago but finally I abandon this idea.
If you thing this feature will be useful I'll include it in my To Do list.
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.
Good luck and happy forex strategy building!

Let's do this Popov!
And "we" also need way to translate results for application.  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's market close time of 5pmEST), am going to look now as I think you said you've posted some answers of late.
Jerry

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