Forward Testing in MT4

Keith Watford 2016.10.12 11:07 #1

Really?

How do you expect a forward test from something that back tests????

nelhajj 2016.10.12 16:20 #2

GumRai:

Really?

How do you expect a forward test from something that back tests????

really.. by forward testing I mean "out-of-sample" testing, or as it is called in mt5, "forward testing"... which means it divides the backtested period by 1/2, 1/3 or 1/4...

William Roeder 2016.10.12 16:26 #3

What's your problem? Set the start and end date and optimize. Use the optimized parameters and the start date outside the original range.

nelhajj 2016.10.12 16:29 #4

WHRoeder:
What's your problem? Set the start and end date and optimize. Use the optimized parameters and the start date outside the original range.

I was just asking if there was a way to automate this, instead of having to retest every optimization result. It will be easier to discard parameters that aren't profitable on a different range immediately.

Global recession over the Delay Getting History Informations Chatter about the MT5

Marius Lombaard 2018.03.23 07:18 #5

nelhajj:
I was just asking if there was a way to automate this, instead of having to retest every optimization result. It will be easier to discard parameters that aren't profitable on a different range immediately.

I'm looking for the same thing. once you've optimized, you want to forward test on out of sample data. i've got so many results from optimization suggesting no specific "hotspot" of optimized parameters to use in my forward testing that i'm thinking of using AutoIt to do some of the heavy lifting - but that requires some additional coding on my part. Can't manually forward test 300+ optimized results on out of sample data. will take forever, and I still have my day job.

Optimize vs Back Test Optimisation and Out-of-Sample Testing. Optimisation robustness and avoiding

Denis Glaz 2023.05.24 08:57 #6

Marius Lombaard #:

I'm looking for the same thing. once you've optimized, you want to forward test on out of sample data. i've got so many results from optimization suggesting no specific "hotspot" of optimized parameters to use in my forward testing that i'm thinking of using AutoIt to do some of the heavy lifting - but that requires some additional coding on my part. Can't manually forward test 300+ optimized results on out of sample data. will take forever, and I still have my day job.

I do it at StrategyQuant pro, but its very expensive program. I get it for free from roboforex some years ago, but dont know where I can get it now