Many experienced traders use walk-forward optimization for their algorithmic trading systems. Unfortunately MetaTrader 4 does not provide any means for performing walk-forward optimization of expert advisers (EA). This is why I decided to implement Walk-Forward Optimizer (WFO) library and I am ready to announce it here in the blogs - this is the only place on mql5.com (excluding the Market itself), where existing and future Market products can be presented and discussed without a user being banned.
I can't tell you when the library will become publicly available because it depends from many external factors such as waiting in queue for pre-release check-up, the check-up itself and so on. I'm not even sure that the library will be distributed via the Market, because it's not clear if it violates the Market's rules or not (I'm trying to clarify the matter with MQ support, but to no avail so far). But if you're interested in the library, drop me a line, and I'll notify you upon its availability.
The library relies on the built-in tester. Basically it manages and shifts the range of dates allowed for EA trading during every optimization run. The results of all optimization passes are saved in an intermediate csv-file and special global variables, which then should be processed by a helper script - WF reporter. As a result, it generates an HTML-page with comprehensible report of one of the supported types.
These results are for standard EA "Moving Average" (from MetaTrader distribution) genetically optimized and tested on EURUSD D1 starting from 2010 with minimal constant lot.
The library is supposed to be paid, and the script is free. Or vice versa.