It all depends on how you are using walk forward. There is the simple walk forward where you test on an in sample section of data and then test the same strategy with the same fixed variables on an out of sample section of data. Then there is the optimized walk forward where you test and optimize on a small in sample bit of data and then optimize on out of sample bits of data to see if all data samples tell you that your variables are working pretty well within a fairly small range of values on all data samples.
The walk forward also allows you to see how your strategy performs with varying candles as your starting point so you get to see trades that perhaps the original strategy would have missed because you already had a trade open.
It is not rocket science it is just testing on different bits of data samples with different starting points and seeing if you get similar results! If you do that is good – if you don’t that is bad!
