Create and Test Forex Strategies
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eas-guide:validator [2019/02/27 14:09] – validator-toolbar.png && walk forward vini | eas-guide:validator [2019/04/30 20:32] – Walk Forward optimization and validation vini | ||
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===== Optimize strategies ===== | ===== Optimize strategies ===== | ||
- | ==== Optimization | + | ==== Full Data optimization |
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+ | ==== Walk Forward optimization ==== | ||
- | ===== Robustness Testing ===== | + | **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. |
- | With the previous tools you could check if the strategy is still profitable and attempt to make it more profitable. The tools below have a different goal. The robustness testing tools let you analyze how trustworthy a strategy is. This step is very important. | + | Read more about it at [[eas-guide: |
+ | In the " | ||
+ | ===== Perform robustness testing ===== | ||
- | ==== Walk Forward Validation ==== | + | With the previous tools you could check if the strategy is still profitable and attempt |
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- | Algorithmic traders apply such analysis to decrease | + | |
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- | **Walk Forward analysis (WFA) or Walk Forward optimization (WFO)** | + | |
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- | Read more about it at [[eas-guide: | + | |
+ | ==== Walk Forward validation ==== | ||
+ | You can use WFO as validation tool and it returns only strategies that pass the validated segments without changing the original parameters of the strategy. | ||
==== Monte Carlo Validation ==== | ==== Monte Carlo Validation ==== |