Walk Forward Analysis

• 08/18/2021 at 10:11 PM #175653
  SpreadBetMH

  Hi There

  I have a hole bunch of questions about Walk Forward,

  I would like to understand more about Walk Forward Analysis, I have a very basic understanding of how to use it, for example, the 5th in sample and out of sample period, if it has a W F Effiecny of +50 or something close to that, dose that mean its a good and reliable set of results?

   

  Is it best to complete Walk Forward on 1 parameter at a time or a set of parameters, for example “Entry Long” position?

   

  So the equity curve on the chart, when I run Walk Forward, it gives 6 periods of time and it displays Profit or Loss underneath them, what dose that mean and is it better to have them all profitable or is it best to have the 5^th in sample, out of sample period WF Effiecny at or close to +50

   

   

  

  SpreadBetMH

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  08/19/2021 at 11:57 AM #175694
  Nicolas

  Here is a non exhaustive list of links about Walk Forward discussions:

  https://www.prorealcode.com/topics-tag/walk-forward/

  Blog articles:

  How to use the ProRealTime Walk Forward analysis tool – FAQ

  Strategy optimisation with Walk Forward analysis

  1 user thanked author for this post.

  SpreadBetMH

  

  Nicolas

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