Create and Test Forex Strategies
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| eas-guide:walk-forward [2019/02/25 18:52] – vini | eas-guide:walk-forward [2019/04/30 19:32] – help-walk-forward-equity.png vini | ||
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| Once the optimization has completed you can analyze the equity chart and the statistics to understand if the strategy has performed better or survive market dynamics changes. | Once the optimization has completed you can analyze the equity chart and the statistics to understand if the strategy has performed better or survive market dynamics changes. | ||
| - | {{ : | + | {{: |
| The example above was a successful result of a WFO. The strategy still performing on unseen data (out-of-sample). | The example above was a successful result of a WFO. The strategy still performing on unseen data (out-of-sample). | ||
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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 ===== | ||