Does anyone try walk forward optimization ? Can share some experiences?

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I have just done my EVERY TICK WFO backtesting ( 50 hours+),

I have some doubts about the following questions：

1.Does anyone know what Walk-Forward Efficiency, Consistency,  Drawdown means ?

2.What is the "passing rate " about WFO TEST?  Can this backtest performance be implemented in the market?

3.Does passing the WFO test as below conditions means that the EA is profitable?

  • Period：2011-01-01 to 2022-12-31;
  • In sample by year; out-sample by quarter
  • DATA：EVERY TICK DATA + spread & slippage simiualated

4.ANYONE have WFO experiences can share ?

Thanks.

The Fundamentals of Testing in MetaTrader 5
The Fundamentals of Testing in MetaTrader 5
  • www.mql5.com
What are the differences between the three modes of testing in MetaTrader 5, and what should be particularly looked for? How does the testing of an EA, trading simultaneously on multiple instruments, take place? When and how are the indicator values calculated during testing, and how are the events handled? How to synchronize the bars from different instruments during testing in an "open prices only" mode? This article aims to provide answers to these and many other questions.
 
Your topic has been moved to the section: MQL4 and MetaTrader 4
Please consider which section is most appropriate — https://www.mql5.com/en/forum/172166/page6#comment_49114893
 

It seems you are using one or more 3rd party tools on your MetaTrader 4 terminal for these tests.

Discussions, recommendations or suggestions for 3rd party products and services is not allowed on the forum.

You should contact the authors of those tools and ask them for support. Please do your own research.

 
Fernando Carreiro #:

It seems you are using one or more 3rd party tools on your MetaTrader 4 terminal for these tests.

Discussions, recommendations or suggestions for 3rd party products and services is not allowed on the forum.

You should contact the authors of those tools and ask them for support. Please do your own research.

I just deleted those products capscreen

 
Chou Hei Leong #: I just deleted those products capscreen

And what difference does that make?

Your question is still related to the 3rd party product's functionality. MT4 itself has no such functionality. So the point is moot.

Please contact the authors of those tools and ask them for support. Please do your own research.
 
Fernando Carreiro #:

And what difference does that make?

Your question is still related to the 3rd party product's functionality. MT4 itself has no such functionality. So the point is moot.

Please contact the authors of those tools and ask them for support. Please do your own research.

I think Walk forward optimization  is a method of backtesting, not a third party tool.

 
Chou Hei Leong #:I think Walk forward optimization  is a method of backtesting, not a third party tool.

MT4' Strategy Tester does not have "Walk forward optimization" functionality, nor does it have the ability to test on real tick data, nor floating spread or slippage simulation.

So, in the context of MT4's functionality and the scope of this website, your questions cannot be answered, without referring to those 3rd party products.

This will be my final post on the matter — Please contact the authors of those tools and ask them for support. Please do your own research.

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