Topic: Walk Forward Efficiency metric
Hi,
I was reviewing EA Studio and I’m not sure whether this option already exists—probably not. There are some important features that, if added to the current version, would be very useful for customers.
In the Walk-Forward section, a commonly used metric called Walk-Forward Efficiency (WFE) should be included, as many similar programs provide it. Since the panel already displays all data for each segment, it should be easy to add WFE.
WFE = Sum(OOS net profit) / Sum(IS net profit)