Create and Test Forex Strategies
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| eas-guide:walk-forward [2019/02/25 18:48] – vini | eas-guide:walk-forward [2019/04/30 19:25] – Parameters tab vini | ||
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| ===== Step through the Process | ===== Step through the Process | ||
| - | As you already know WFA consist on multiple optimization stages and to perform the analysis we need to do this within a time window, where we first have the optimization in a larger window (in-sample) and a test in a smaller window (out-of-sample). | + | As you already know WFA consist on multiple optimization stages and to perform the analysis we need to do this within a time window, where we first have the optimization in a larger window (in-sample) and a test in a smaller window (out-of-sample, unseen data). |
| During segment 1 all parameters combinations for the trading strategy will be tested (in-sample) and the parameter combination that is considered to be the most robust by the optimizer criteria will be used in the first ouf-of-sample segment. | During segment 1 all parameters combinations for the trading strategy will be tested (in-sample) and the parameter combination that is considered to be the most robust by the optimizer criteria will be used in the first ouf-of-sample segment. | ||
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| You can analyse the result on the tested segments and most relevant metric' | You can analyse the result on the tested segments and most relevant metric' | ||
| - | ===== Options | + | ===== Settings |
| Change the inputs for the analysis as: number of segments, out of sample, numeric values range and optimization goal. | Change the inputs for the analysis as: number of segments, out of sample, numeric values range and optimization goal. | ||
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| + | ===== Parameters ===== | ||
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| + | ==== Strategy parameters by segments ==== | ||
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| + | It shows the numeric values of the indicators for each segment. | ||
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| + | ==== Full backtest with last parameters ==== | ||
| + | When the Walk Forward is ready with all segments, it calculates a backtest against the full data series and the last parameters from the last segment. It shows the resulted Equity / Balance lines and the backtest stats. | ||
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| + | ==== Edit button ==== | ||
| + | When you use it, you copy the current strategy from the Walk Forward module to the Editor. It is useful if you want to export an EA with the last optimized parameters or to open it in editor. | ||
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| + | * The " | ||
| + | * The full backtest fulfils the Common Acceptance Criteria. | ||
| + | * The new strategy is " | ||
| + | * All segments are valid according to the Walk Forward' | ||
| ===== Validation ===== | ===== Validation ===== | ||