Create and Test Forex Strategies
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| The final goal of the tool is to provide strategies that have passed all robustness tests. So we can start EA Studio for a night and we will have ready for trading strategies set at the morning. | The final goal of the tool is to provide strategies that have passed all robustness tests. So we can start EA Studio for a night and we will have ready for trading strategies set at the morning. | ||
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| - | ==== Walk Forward ==== | ||
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| - | **Walk Forward analysis (WFA) or Walk Forward optimization (WFO)** is a sequential optimization applied to an investment strategy. The name of the analysis is called “walk forward” because we have a moving window that progressively traverses the whole period of the data history with a pre-established step. Algorithmic traders apply such analysis to decrease the over-optimized parameters used in the investment strategy as we don’t want only a great looking backtest result, we want also a system that don't fail in live real money account. | ||
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| - | Read more about it at [[eas-guide: | ||
| ===== Optimization ===== | ===== Optimization ===== | ||
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| If the strategy fulfills the criteria, the app continues to the next workflow tool. If no more tools are enabled, the app pushes the strategy to the Collection and runs the Generator. | If the strategy fulfills the criteria, the app continues to the next workflow tool. If no more tools are enabled, the app pushes the strategy to the Collection and runs the Generator. | ||
| You may find it useful to increase the Generator' | You may find it useful to increase the Generator' | ||
| + | |||
| + | ==== Walk Forward ==== | ||
| + | |||
| + | **Walk Forward analysis (WFA) or Walk Forward optimization (WFO)** is a sequential optimization applied to an investment strategy. The name of the analysis is called “walk forward” because we have a moving window that progressively traverses the whole period of the data history with a pre-established step. Algorithmic traders apply such analysis to decrease the over-optimized parameters used in the investment strategy as we don’t want only a great looking backtest result, we want also a system that don't fail in live real money account. | ||
| + | |||
| + | Read more about it at [[eas-guide: | ||
| ===== Monte Carlo Validation ===== | ===== Monte Carlo Validation ===== | ||