Forward Testing validates strategies on unseen data after the main in-sample calculations.
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ;; Forward testing ;; ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; ; Validate strategies on new unseen data. use_forward_testing = false ; Number of bars loaded before the forward-test segment. ; 0 keeps the default behavior. preload_data_bars = 0
use_forward_testing enables or disables forward testing.preload_data_bars sets the number of bars to preload before the forward-test start.When forward testing is enabled, backtesting starts from each strategy's update time. In practical terms, bars before that point are not used for trade entries in the forward-test run.
If preload_data_bars is greater than 0, Generator loads extra history before the start point
so indicators have context. Values above 0 are treated with a minimum preload of 300 bars.
Enable forward testing with a preload window:
use_forward_testing = true preload_data_bars = 500
Run from command line:
node ./bin/gen.js --use-forward-testing true --preload-data-bars 500