Walk forward optimization

under reviewcTrader Automate

crank since: 11 Nov 2014;

  17 May 2019, 21:34
Walk forward optimization

WFO for out-of-sample testing during optimization would lead to the creation of more robust systems, optimal parameter sets, and less curve-fitting.

mike.challis's avatar

mike.challis since: 02 Oct 2015;

  02 Oct 2015, 10:28
“You don't need to be a rocket scientist. Investing is not a game where the guy with the 160 IQ beats the guy with 130 IQ.” Warren Buffet

Lávio_Pareschi since: 20 Jun 2015;

  08 Nov 2015, 18:10

To accomplish this very important feature, I think that the backtesting process must be faster.
I have used Ninja that does WFO. And Ninja is much faster than CTrader when doing optimizations and, consequently, WFO. This performance issue is a problem and maybe the reason the CTrader makers did not include WFO in their program in first versions.

john_133901673 since: 30 Dec 2015;

  30 Dec 2015, 20:37

I am very surprised that this platform wouldn't include built-in Walk-Forward Analysis or out-of-sample testing. Maybe cTrader is catering more to discretionary traders? For any serious algorithmic trader, this feature is not optional. Unfortunately that means this platform is unacceptable to me. Maybe they'll implement it in the future? Until then I'll be looking at MultiCharts / Asirikuy / SierraCharts as an alternative.

der.timosch since: 17 Aug 2017;

  21 Aug 2017, 21:52

This is something, that I am really looking forward to. It could save a lot of time if don't have to do it manually for single optimization results

daniloscipioni since: 08 Oct 2017;

  04 Oct 2020, 19:10
under review...

This feature is under review since november 2014?


jonathan.silva.condeuba since: 10 Dec 2022;

  10 Dec 2022, 03:22

It's past time to resolve this bug