chinaski:
Walk-forward testing is available in MT5 strategy tester --> http://www.metatrader5.com/en/terminal/help/tester/tester_using/forward_testingLooking for a walk forward optimization tool for MT5.
Thank you
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Thank you,
yes, already saw this. However, i am looking for a periodically setup over the whole test period, for instance:
optimize 3 trading days, apply 5 trading days, move optimization period, repeat.
Right now, you can only optimizes one and apply once.
552
Hello MetaQuotes:
is it possible to implement a periodical forward backtest:
Select optimization interval (backtest) and select application interval (forward backtest).
This would be great help. You could see, if one week of optimization then applicate result for next week, optimize next week, applicate for over-next weekt, and so on
would have worked over the past 10 years.
563
chinaski:
Hello MetaQuotes:
is it possible to implement a periodical forward backtest:
Select optimization interval (backtest) and select application interval (forward backtest).
This would be great help. You could see, if one week of optimization then applicate result for next week, optimize next week, applicate for over-next weekt, and so on
would have worked over the past 10 years.
+1
MetaQuotes - this would be great, indeed. To visualize chinaski's request, just an example:
552
Enigma71fx:
+1
MetaQuotes - this would be great, indeed. To visualize chinaski's request, just an example:
Hello Enigma,
thank you for supporting me.
In- and out- sample size should be free selectable. For instance in=4 hours, out=24 hours...
1362
This's what some neutral network algorithm implements.
Always can use a library to do it.
If it's going to be built-in, that's always a good news.
552
Looking for a walk forward optimization tool for MT5.
Thank you