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eas-guide:walk-forward [2019/04/30 19:25] – Parameters tab vinieas-guide:walk-forward [2021/01/08 11:17] – Ilan Vardy
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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. 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.+Algorithmic traders apply this type of analysis to decrease the over-optimized parameters used in the investment strategy as we don’t want only a great looking backtest result, we also want a system that doesn't fail in a live, real money account.
  
  
 ===== 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, unseen data).+As mentioned, WFA consists of 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.
  
-The process will be repeat until the optimizer has traversed the whole data history with a pre-established step selected in the **Options** and results of the out-of-sample results will be at the **Statistics** page.+The process will be repeated until the optimizer has traversed the whole data history with a pre-established step selected in the **Options** and results of the out-of-sample results will be on the **Statistics** page.
  
 ===== Equity chart and Output =====  ===== Equity chart and Output ===== 
  
-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 survived market dynamics changes.
  
-{{ :eas-guide:help-walk-forward-equity.png?nolink |}}+{{:eas-guide:help-walk-forward-equity.png?nolink}}
  
 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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 ===== Statistics ===== ===== Statistics =====
  
-You can analyse the result on the tested segments and most relevant metric's as start date, end date, profit, return / dd, trades, sqn, win/loss and more.+You can analyse the result on the tested segments and most relevant metrics such as start date, end date, profit, return / dd, trades, win/loss and more.
  
 ===== Settings ===== ===== 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, such as: number of segments, out of sample, numeric values range and optimization goal.
  
 ===== Parameters ===== ===== Parameters =====
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 ==== Strategy parameters by segments ==== ==== Strategy parameters by segments ====
  
-It shows the numeric values of the indicators for each segment.+Shows the numeric values of the indicators for each segment.
  
 ==== Full backtest with last parameters ==== ==== Full backtest with last parameters ====
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 ==== Edit button ==== ==== 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.+Using the **Edit** button, you copy the current strategy from the Walk Forward module to the Editor. This is useful if you want to export an EA with the last optimized parameters.
  
-  * The "Edit" button becomes coloured in "green", when:+The "Edit" button becomes coloured in "green", when:
   * The full backtest fulfils the Common Acceptance Criteria.   * The full backtest fulfils the Common Acceptance Criteria.
   * The new strategy is "better" than the original according to the "Search best" option.   * The new strategy is "better" than the original according to the "Search best" option.
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