Backtest with forward testing

Created at 07 Apr 2023, 09:01


Joined 04.04.2023

Backtest with forward testing
07 Apr 2023, 09:01

First of all, cAlgo is very fine...

But I would like to have the opportunity to combine the backtesting with a forward-test.  

cTrader Automate

26 Apr 2023, 10:52

How would a forward-test look like? do you mean something like a monte carlo simulation?


Jim Tollan
04 May 2023, 12:47

OMG - I literally navigated to the suggestions section to suggest this very idea.

Here's how i see it working:

1. Define the DateRange of the optimisation run

2. Define a sliding window (percentage) of which data is used for the backtest and which data is used for forward testing - i.e. 80/20, 90/10 etc

Having a combined *window* on the data that accommodated backtesting with out of sample data would truly be a gamechanger.


FYI - I currently do this in a number of ways:

1. Select a daterange (say 01/01/2017-01/05/2023)

2. Set the Optimization daterange from 01/01/2017-30/04/2022

3. set the Backtest daterange to 01/05/2022-01/05/2023

4. Run the optimisation

5. From the optimisation, select the candidate set and apply it to the backtest window

6. rinse and repeat


It's quite cumbersome, but works. Combining this behaviour into the optimisation window would be amazing and offer huge insights.

Hope you get the gist. Still revelling at the weirdness of the timing of this request