Walk Forward Analysis

SpreadBetMH · 2021-08-18T21:11:44+00:00

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 5th in sample, out of sample period WF Effiecny at or close to +50

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08/18/2021 at 10:11 PM #175653 quote

SpreadBetMH
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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 5th in sample, out of sample period WF Effiecny at or close to +50

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

Nicolas
Keymaster

Legend

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

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