1 Topic by trademaster084 (edited by trademaster084 2026-03-11 12:08:22)

  • Registered: 2026-03-10
  • Posts: 5

Topic: Journal of Walkforward Optimisation

It would be awesome to get the journal of the walkforward (WF). I built my portfolio based one the equidity of the WF and do also some my robistness tests on that. That would save a lot of work.

Further it would be interesting to built a Portfolio out of the WF equidity lines and of course multisymbols ;) But that is easy work in excel, but the journal would help a lot.

Looking forward to hearing from.

  • Popov
  • Popov
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  • Registered: 2006-11-30
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Re: Journal of Walkforward Optimisation

> It would be awesome to get the journal of the walkforward (WF).

It's a good idea.

We can have a Journal of OOS trades for each segment, with the option to export it to Excel.

When I looked at the Walk Forward tool to visualize where the Journal can be placed, I noticed a major user experience issue. It "forgets" the calculation results once we leave the "Walk Forward" tab. It should remember all results and stats until we modify the strategy.

I'll consider these improvements for either the current EA Studio or its successor.

Popov's Website

  • Registered: 2026-03-10
  • Posts: 5

Re: Journal of Walkforward Optimisation

It would be awesome to get this feature in the near future. A cool thing would also be kinda like a MC test on the wf equidity, but I guesss its hard to programm, that this works fast. But a simple Monte Carlo based on standard deviation would be just perfect ( but not absolutly necessary).

Just some intersting features for "WF-Traders". wink

  • Popov
  • Popov
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  • From: Bulgaria
  • Registered: 2006-11-30
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Re: Journal of Walkforward Optimisation

>  A cool thing would also be kinda like an MC test on the WF equidity

It will be possible to make a custom workflow in the next application I'm working on.

> Just some interesting features for "WF-Traders".

I can imagine a workflow in which we generate strategies on, let's say, 1/3rd of the data. Then we perform 2 steps of OOS (or Walk-Forward) validation and optimization.

Popov's Website

5 Reply by trademaster084 (edited by trademaster084 2026-03-27 09:49:39)

  • Registered: 2026-03-10
  • Posts: 5

Re: Journal of Walkforward Optimisation

Also, it would be awesome. that from the user given setting for optimization gonna apply to WF. Till now it just opitmize over the criteria but dont use the optimize acceptance criteria like count of trades. That would be awesome to fix.

Also if the do the Walk Forward Stress test in the validator, it would be awesome to get directly to the WF-Result by clicking on the passed strategies.

P.s. Will your next application included in the FSB-Pack?