Walk Forward Optimization tools on MT4

[marsupilami]

Hi, 

Say I run an  MT4 optimization from 01.01.2016 to 31.12.2019 and then I want to test all strategies from previous optimization on the period 01.01.2020 to 31.12.2020 to eliminate those with poor results (on the basis that they were probably overfitted or not statistically significant enough so their forward result ended badly) 

Is there a way to automatize that process (outside software, mql4 code...) ?

(I know it can be done on StrategyQuant but cannot use mql4 strategies there...)

Thanks

[Jon Thetford]

marsupilami:

Hi, 

Say I run an  MT4 optimization from 01.01.2016 to 31.12.2019 and then I want to test all strategies from previous optimization on the period 01.01.2020 to 31.12.2020 to eliminate those with poor results (on the basis that they were probably overfitted or not statistically significant enough so their forward result ended badly) 

Is there a way to automatize that process (outside software, mql4 code...) ?

(I know it can be done on StrategyQuant but cannot use mql4 strategies there...)

Thanks

You can use a macro recorder for windows x. Thats what I do. Just google "macro recorder for windows"

[marsupilami]

Jon Thetford:

You can use a macro recorder for windows x. Thats what I do. Just google "macro recorder for windows"

Thank you ; it seems feasable but not very flexible and still very manual as how to observe final results ; I was wondering  how to do it using command lines  to run one pass (on different dates) for each parameter set from the first optimization results and then store all results  in a csv 

[newin]

have you come across a solution so far?